Associate Director - Centralized Risk Team - Financial Investment Group

Our client a leading global alternative asset manager and Private Equity firm, is looking for a candidate to support its Financial Investments Group (FIG), as a part of the centralized Risk team. This will broadly include valuation of US Insurance blocks, identification of key balance sheet risks, and ALM strategy

Job Role : 

- Research and development of quantitative, actuarial models for valuation of US domiciled Variable Annuity (VA) and Fixed Indexed Annuity (FIA) liabilities

- Developing Asset Optimization/Allocation models for creating target asset portfolios, based upon the principles of Portfolio Yield maximization, ALM, and duration matching for insurance balance sheets

- Building stochastic ALM frameworks for insurance companies, including derivatives valuation and dynamic hedging

- Develop quantitative strategies for the FIG Business

- Develop modelling framework to represent regulatory, capital, asset optimization needs of FIG business

Qualifications/Requirements:

- Degree in Actuarial Science/Actuarial certifications or Bachelor's in Math or Engineering or Masters in Finance/Statistics

- 10-12 years of total professional experience, preferably in insurance modelling

Skill sets required:

- Extensive knowledge of insurance risk management and valuation

- Experienced at valuation of Insurance blocks (preferably US) using VA/FIA/other financial models

- Knowledge of hedging and derivatives modelling

- Hands on expertise in building financial models & systems using Python & VBA is a must

- Excellent verbal and written communication skills