Associate ALM Analyst
Core
Managing hedging and portfolio management for an insurance liability block, including interest rate, FX, and inflation exposure, while running balance sheet models and regulatory reporting.
Role type
Associate ALM Analyst (Insurance Capital Solutions)
Builds
Hedges for private assets into fixed cashflows, new trade ideas, and regulatory reports for an insurance reinsurer.
Domain
Insurance / Reinsurance / Liability-Driven Investing (LDI)
Required skills
ALM, LDI, insurance asset management, interest rate swaps, cross-currency swaps, inflation swaps, duration, convexity, cashflows, Excel
Preferred skills
Python, VBA, Bloomberg, ISDA/CSA documentation, collateral/margin processes, CFA/FRM/Actuarial qualification, BMA/Solvency II frameworks
Technologies
Excel, Python, VBA, Bloomberg
Responsibilities
Manage portfolio backing the liability block; construct hedges for private assets; rebalance the book for market moves; originate trades; run the balance sheet model; own regulatory reporting; manage bank counterparty relationships.
Seniority
Associate, hands-on IC
