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03/05 Valerie Fernandes
Seniorr Executive TA at Ageas Federal Life Insurance

Views:314 Applications:45 Rec. Actions:Recruiter Actions:14

Ageas Federal - Chief Manager - Risk Management (5-6 yrs)

Anywhere in India/Multiple Locations/Remote Job Code: 1255670

Job Purpose:


The Chief Manager will under supervision of the Chief Risk Officer monitor and report identified financial risks and support the CRO in further developing/optimizing the financial risk framework.


Key Accountabilities:


- Compute Risk sensitivities of various funds including Modified Duration and PV01


- Analyse Liquidity Risk


- Monitor risks in Guaranteed Funds using Portfolio Insurance Techniques


- External Benchmarking and portfolio performance


- Perform scenario test, stress test and sensitivity test


- Collate various macro-economic data covering economy, debt market and equity market,


- To recommend pricing interest rates for products to actuarial team,


- To maintain Investment Policy, Liquidity Risk Policy, Market Risk Policy, Default Risk Policy, Derivative Policy and ALM Policy


- To make risk related disclosures


- To work on ALM including duration gaps, optimising ALM , Optimising hedging strategies using FRA,

Work on Strategic Asset Allocation of portfolio sing efficient frontier models


- To monitor MTM and VaR of Derivative portfolio, PV01 etc, to carry out system testing and UAT related to derivatives


ALCO reports:


Work Relationships : Ability to get along well with people. The candidate is required to co-ordinate with Back Office, Investments, Middle Office, Internal/External Auditors and Actuary.


Qualification : BA/BCOM with CA/MBA/minimum 8 PAPERS OF INSTITUTE OF ACTUARIES


Experience : Minimum 5-6 years in Insurance Industry in Risk or Actuarial function or experience in Mid Office of Bank

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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