investment | Director, Risk Management, ALM Strategy in Parkville, MD

Director, Risk Management, ALM Strategy

  • Ashton Lane Group
  • 8708 Edgefield Rd
  • Parkville, MD 21234
  • Full-Time

The employer is a leading financial institution.
  • Serve as subject matter expert on enterprise level risk reporting to inform on risk profile across multiple frameworks.
  • Assist ALM/hedging strategies commonly beneficial to multiple product lines for asymmetric risks.
  • Help to design ALM/hedging strategies to mitigate risks which are best viewed at the legal entity level, for instance tax and capital.
  • Interface and collaborate with ALM, actuarial, and finance professionals from all product lines as well as tax and capital professionals.
  • Develop analysis tools to assess sensitivity quality and identify potential areas of improvement.
  • Participate in onboarding of dedicated ALM system and subsequent deployment of system in efforts to optimize portfolio (assets and liabilities).
  • Responsible for overseeing the development of various analytic models, which may include sensitivity analyses, stress testing, value-at-risk, scenario testing and Monte Carlo simulations in both a Risk-Neutral and Real-World framework.

  • 7+ years Financial Services experience supporting enterprise quantitative risk and hedging programs
  • In-depth understanding of investment and insurance products, with knowledge of at least one of life insurance, fixed and payout annuities, or long-term care products being most preferable.
  • Excellent understanding of investment and finance concepts and be able to creatively apply them in solving analytical problems in the business setting.
  • Excellent presentation & communication skills
  • Graduate degree in mathematics, actuarial science, finance or related field preferred