Senior Director, Asset Liability Management
Core
Senior Director leading Asset Liability Management (ALM) for an Emerging Market segment, managing risk, earnings, and capital objectives.
Role type
Senior Director, Asset Liability Management (ALM)
Builds
ALM strategies, risk frameworks, reporting packages, and committee materials for an Emerging Market insurance segment.
Domain
Insurance (Life/Health/Annuities) / Financial Services / Asset Liability Management
Deliverable
production ML models | dashboards & analysis | client delivery
Required skills
ALM strategy execution, interest rate and market risk management, stress testing and scenario analysis, regulatory capital frameworks (LICAT, OSFI, IFRS 17/9), actuarial modeling, stakeholder leadership, team management
Preferred skills
Professional designations (FSA/FCIA, CFA, FRM), graduate degree in quantitative/finance field, SQL or Python/R proficiency
Technologies
AXIS, Prophet, MoSes, Excel, SQL, Python, R
Responsibilities
Own existing ALM mandate and processes for Emerging Market; execute ALM strategies to manage interest rate, credit, liquidity, and reinvestment risks; monitor and report key ALM risk indicators (duration gaps, KRD, convexity); lead stress testing and regulatory capital impact assessments; validate ALM model outputs and refine assumptions; prepare materials for ALCO/ALM and Risk Committees; lead and coach a small team of ALM professionals/analysts.
Seniority
Senior Director, strategic leadership with hands-on execution
