Asset Liability Management Professional
Core
Develop investment strategy and risk targets, optimize balance sheet performance, and lead Net Investment Income forecasting for an insurance company.
Role type
Senior IC Asset Liability Management (ALM) Professional
Builds
Investment strategies, risk targets, Net Investment Income forecasts, and asset modeling for pricing and capital forecasting.
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 (fixed income, equity, alternatives, derivatives), statistical analysis of historical data, capital markets monitoring, regulatory capital frameworks knowledge, Python (pandas, numpy), SQL, data processing, object-oriented programming, Bloomberg/FactSet/MG-ALFA/GGY-AXIS/MATLAB proficiency.
Preferred skills
CFA or actuarial designation (FSA/ASA), 5+ years in investments or insurance, experience with Python and SQL, advanced analytical tools (Bloomberg, FactSet, FIRM, ADVISE, MG-ALFA, GGY-AXIS, MATLAB).
Technologies
Python, SQL, Power BI, Tableau, Bloomberg, FactSet, FIRM, ADVISE, MG-ALFA, GGY-AXIS, MATLAB, pandas, numpy, eVestment.
Responsibilities
Shape ALM strategies by analyzing investment portfolios, interest rate risks, and liquidity needs; lead Net Investment Income forecasting process including quarterly assumptions and new money rates; automate and modernize legacy models and reporting structures; monitor capital markets to build and update investment assumptions; maintain and enhance asset modeling for pricing and capital forecasting; partner with investment teams on asset allocation and risk insights; serve as ALM representative in enterprise platform redesign initiatives; recommend adjustments to incentive performance scorecards.
Seniority
Senior, hands-on IC