investment | Director, Risk Management, ALM Strategy in Parkville, MD
Director, Risk Management, ALM Strategy
Ashton Lane Group
8708 Edgefield Rd
Parkville, MD 21234
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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
* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.
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