Asset Liability Management Professional
Core
Develop investment strategy and risk targets, lead Net Investment Income forecasting, and modernize ALM reporting models to support pricing and capital forecasting.
Role type
Senior IC Asset Liability Management (ALM) Professional
Builds
Investment strategies, risk targets, Net Investment Income forecasts, and automated ALM reporting models
Domain
Insurance / Financial Services / Asset Liability Management
Deliverable
production ML models | dashboards & analysis
Required skills
Investment portfolio analysis, Interest rate risk modeling, Liquidity management, Net Investment Income forecasting, Asset class evaluation, Capital forecasting, Statistical analysis, Python, SQL, Financial modeling
Preferred skills
CFA or actuarial designation (FSA/ASA), Fixed income/equity/alternative/derivative asset class expertise, Bloomberg/FactSet/MG-ALFA experience, Advanced Python (pandas/numpy)
Technologies
Python, SQL, Power BI, Tableau, Bloomberg, FactSet, MG-ALFA, MATLAB
Responsibilities
Shape ALM strategies by analyzing investment portfolios and interest rate risks; Lead Net Investment Income forecasting process and assumptions; Modernize legacy models and reporting structures; Monitor capital markets to update investment assumptions; Maintain asset modeling for pricing and capital forecasting; Partner with investment teams on asset allocation and risk insights.
Seniority
Senior, hands-on IC
