Senior Manager, Group Investments (ALM Reporting)
Core
Define ALM metrics and reporting requirements, develop and consolidate management reports for ALM positions and risk monitoring to enable informed ALM decisions.
Role type
Senior Manager, ALM Reporting & Analytics
Builds
Group-wide ALM management reports and risk monitoring dashboards
Domain
Insurance / Asset-Liability Management
Deliverable
dashboards & analysis
Required skills
ALM concepts (duration, KRD, convexity, liquidity), insurance balance sheet metrics (IFRS, economic capital, solvency), insurance products (par, non-par, ILP), risk analytics (stress testing, scenario analysis), data quality and controls, governance
Preferred skills
Professional qualifications (FSA, FIA, CFA, FRM), experience with ALM reporting tools
Technologies
ALM reporting tools
Responsibilities
Define and roll out Group-wide ALM reporting requirements, produce and monitor ALM risk metrics, develop reporting templates and establish processes, automate ALM processes, perform sensitivity and stress testing, provide analysis on ALM position changes, ensure data quality and consistency, collaborate with actuarial, investment, finance, and risk teams, prepare materials for governance forums
