Director - ERM

Employer
Selby Jennings Buyside
Location
Hartford, USA
Salary
$120k - $120k
Posted
Nov 15, 2022
Closes
Dec 09, 2022
Ref
17632440
Job Function
Insurance
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
A rapidly growing Life Insurance & Annuity company is looking for a candidate to report directly into the Head of Model Development and Stress Testing within the ERM group to join a cross-functional team derived of Actuaries, CFA's and risk professionals to support with assessing optimal ALM, capital-efficient and derivative strategies. Please apply to learn more!

Responsibilities:
  • Develop financial statements and risk appetite monitoring through horizon forecasting under various stress tests
  • Assess associated impacts on STAT/GAAP/fair value metrics
  • Perform valuation and risk modeling
  • Collaborate with Hedge Trading Desk

Qualifications:
  • Understanding of VA and FIA risk and profit profile
  • ASA/FSA preferred but not needed
  • Knowledge of STAT and GAAP
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