Investment Risk Director (Regional)

Job Description

Provide oversight of investment & ALM and financial risks for assigned business units;
Contribute towards strategic initiatives and projects related to risk appetite and risk limits development, including regular and ad-hoc SAA/TAA reviews;
As part of continuous improvement in the company's risk management capabilities, assist in initiatives relating to risk management and/or investment issues, including: new policies or procedures; asset allocation initiatives; accounting or actuarial standards changes; capital or other regulatory requirements; desired process improvements or other drivers of change.
Advise on setting limits for internal risk tolerances and risk limits within the Risk Appetite Framework.
Develop and test valuation/financial models related to risk appetite, risk limits and other projects
Monitoring and reporting appropriate market risk and liquidity risk measurement to ensure the organization operates within its risk appetite and investment strategy.
Assist with Group committee meetings/agenda.
Assist to embed the investment, ALM and financial risk management into ERM process and conduct ORSA as appropriate

Requirements

Prior insurance business experience.
Understanding of IFRS, US regulatory, US Tax, and economic frameworks.
Knowledge of derivatives and quantitative modeling
Graduate / Bachelor's degree in a related field and FSA, CFA or other designation, plus 8+ years relevant experience.
Knowledge of MS Excel (advance level required), VBA, Bloomberg
Knowledge of capital markets, including swaps, equity options, liquidity and credit risk measurement

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