Asset Liability Management Professional
Core
Manage balance sheet risk, optimize risk-adjusted returns on capital, and support sustainable earnings by translating liabilities and risk appetite into long-term asset strategy.
Role type
Senior IC asset liability management professional
Builds
Strategic asset allocation, investment income forecasts, and risk-adjusted capital plans
Domain
Insurance / Asset Liability Management
Deliverable
production ML models
Required skills
Portfolio optimization modeling, fixed income analysis, alternative asset analysis, quantitative modeling, Python, R, SQL, MATLAB, actuarial frameworks, insurance product dynamics
Preferred skills
CFA, FRM, ASA/FSA/FCAS, Power BI, Tableau
Technologies
Python, R, SQL, MATLAB, Power BI, Tableau
Responsibilities
Conduct portfolio optimization modeling and investment strategy development; Establish strategic asset allocation from top-down and bottom-up; Lead Net Investment Income forecasting process; Modernize ALM-related modeling frameworks and reporting structures; Monitor capital markets to build and update investment assumptions; Maintain and enhance asset modeling for pricing and capital forecasting.
Seniority
Senior, hands-on IC
