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

Views:263 Applications:41 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

Women-friendly workplace:

Maternity and Paternity Benefits

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