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VP, ALM Strategist

New York City, NY, USA | Global Atlantic Financial Group

  • Industry:
    Insurance - General
  • Position Type:
    Full-Time
  • Functions:
    Financial Services Professional
    General Management
    Legal / Compliance
  • Experience:
    5-7 years
Job Description:
55 people have viewed this job

Dynamic and growing Insurance Risk Management Group has an opening to support a broad range of ALM initiatives in a Python-based environment. An exciting opportunity to be one of the architects of a nascent risk system. An ideal candidate would combine a strong background in Python with a keen interest in modeling and prior experience in ALM and/or insurance. ALM Strategist will have a broad range of interactions with Enterprise Risk, Risk Liability Modeling, Asset Allocation, Investment Analytics, and Actuarial teams.

Typical tasks may include:

Developing cashflow analysis across assets and liabilities

Improving ALM methodology and infrastructure, as well as refining assumptions

Assessing base and stress cashflow and duration sensitivity

Monitoring legal entity and trust ALM, aiding in compliance reporting and developing guidelines where appropriate

Building out and enhancing metrics such as key-rate durations,

Quantifying reinvestment risk exposure and refining the limit framework

QUALIFICATIONS

Bachelor’s Degree required. Advanced Degree preferred in Computer Science, Statistics, Mathematics or similar field

Minimum 5 years relative experience in Finance, Insurance, or related field

Minimum 3 years of hands-on experience with Python, developing and maintaining large code bases

History of ownership and maintenance of large code base is preferred

Prior experience with capital markets hedging

Prior insurance liability modeling experience preferred

Ability to work autonomously and effectively prioritize short-term demands with long-term projects

Resourcefulness in technology

Desire to excel in a dynamic, exciting and fast-paced environment


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