Sr Director, Asset Liability Management
Core
Leads a multi-disciplinary team to model, measure, and manage the risks and returns of the organization's assets and liabilities on an integrated basis, translating insights into investment, hedging, and product design strategies.
Role type
Sr Director, Asset Liability Management (ALM)
Builds
Investment, hedging, and product design strategies that optimize financial outcomes and strengthen decision-making for clients and the enterprise.
Domain
Financial Services / Asset Liability Management
Deliverable
production ML models
Required skills
Asset-liability management, Financial engineering, Investment management, Actuarial science, Modeling, Quantitative analysis, Risk modeling, Stress testing, Economic capital analysis, AI/ML capabilities
Preferred skills
Advanced degree in quantitative field, Liability-driven asset allocation, Python, VBA, Excel, PowerPoint, FSA/CFA, Annuity/Pension/Insurance product experience, Reinsurance, Capital markets, Economic scenario generation
Technologies
Python, VBA, Excel, PowerPoint, AI
Responsibilities
Define ALM risk and performance metrics and propose strategies for improving asset-liability performance; Lead stress testing and optimization and report to senior leadership; Own interest-rate risk for the enterprise balance sheet; Collaborate with senior management to define ALM and modeling strategies; Apply advanced actuarial, analytical, and quantitative skills to develop investment, risk, and product strategies; Work with various teams to devise and test investment allocations; Incorporate and lead implementation of AI initiatives; Oversee model performance monitoring and reporting; Manage liability crediting optimization efforts; Manage performance of team through regular feedback and formal performance review process.
Seniority
Senior Director, hands-on IC with team leadership
