AVP, Senior Investment and Market Risk – 28969

The AVP, Investment and Market Risk will be responsible for analysing and evaluating the risks associated with the company’s investment portfolio and asset liability managementLocation:
LondonCategory:
InvestmentType:
PermanentKey Duties (Including but not limited to):Conducting in-depth review of investments and hedging for new transactions and in-force portfolio to help identifying potential risks and opportunitiesUtilizing industry best practices to quantify risk and aggregate exposures. Monitoring against key risk limitsAssign risk limits to investment strategies to align with the company’s risk tolerance and financial objectivesOverseeing market and liquidity risk, especially interest rate, foreign exchange risk, and hedging effectivenessBSc or higher. CFA/FIA or equivalent status desirable10+ years of responsible actuarial or investment experience including responsibilities related to asset liability management, structured assets and asset-backed securities, or related fieldExperienced in building effective relationships with key stakeholders such as investment teams, pricing teams, risk management, actuarial consultants, and senior management
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