AVP, ALM & Capital Analytics - Remote

Overview

The AVP, ALM & Capital Analytics will be responsible for the leadership of Asset / Liability Management, Economic Capital and Stress Testing methodology of the company's business. This position will support the implementation of portfolio and product based ALM and hedging strategies.

In Short

• Lead Asset/Liability Committee (ALCO) to monitor and optimize ALM.
• Build out next level analytics for assets and liabilities.
• Lead development of Aladdin platform for investment risk management.
• Conduct targeted risk assessments to improve capital efficiency.
• Design stress testing of assets and liabilities.
• Monitor liquidity analysis and collaborate with Capital & treasury team.
• Provide insights during product development regarding ALM impact.
• Collaborate with Risk leadership on risk strategies.
• Develop investment risk dashboards and surveillance reports.
• Assist in managing interest rate derivatives portfolio.

Requirements

• Bachelor’s degree in mathematics, statistics, finance, or related field.
• CFA, FSA, MBA or other professional designation required.
• 10+ years ALM/Investment/Hedging experience.
• Familiarity with actuarial concepts and hedging activities.
• Strong understanding of derivative instruments and capital markets.

Benefits

• Flexible work environment (in-office, hybrid, remote).
• Collaborative and dynamic workplace culture.
• Opportunities for professional growth and development.
• Employee-centric approach to work-life balance.
• Supportive of diversity and inclusion initiatives.