Life Risk Manager ALM
Einleitung coni + partner, established 1993, is a consultancy company with headquarter in Zurich and subsidiaries in Düsseldorf and Shanghai.
We are specialised in custom-fit staffing in tune with the corporate culture by ensuring a perfect match of professional skills, references and personal as well as social skills of successful candidates.
Our client is a life insurance in Zurich. We are searching for a mathematician (m, f, d) as Life Risk Manager ALM Aufgaben Producing replicating portfolios for the life insurance business / Developing the life liability benchmark of investible replicating portfolios / Calculating hedgeable versus non-hedgeable risk within Life business / Producing management information for use in steering business based on replicating portfolios / Representing Group Life Actuarial at selected local Asset Liability Management Committees / Support the ALM risk working group / Generation of economic scenarios and assumptions for use in Embedded Value calculations / Responsible and part of the project to develop the framework for calculating Asset Liability Management risk based capital for Solvency II / Assessing ALM risk inherent within new product developments and Mergers & Acquisition and contributing to risk capital calculations.
Qualifikation Master Degree or Ph.D. / Experience in financial markets and valuation techniques / Good technical skills / Knowledge of Asset Liability Modelling / Management, product design, Market Consistent Embedded Value ("MCEV ) work, pricing and valuation of Life insurance products with embedded options and guarantees and Enterprise Risk Management / Highly cooperative, flexible, and enthusiastic personality / Strong interpersonal, networking, communication, problem-solving and listening skills / A passion to deliver with accurate, persistent, effective and efficient working methods / Fluent in oral and written English.
Noch ein paar Worte zum Schluss For an initial contact, please send us your documents by e-mail to contact@coni-partner.
com or call us on +41 44 254 90 10. Mr. coni + partner ag Ivano Coni Managing Director Klosbachstrasse 107 8032 Zürich Tel. : +41 44 254 90 10