Investment Risk Director (Regional)
- 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
- 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