Investment Analyst, ALM and Asset Strategy, S&R – 28302

Working closely within a small ALM team on managing investment risk of assets and derivatives on the balance sheet and contributing to investment strategy for new business.

• Location: London
• Category: Investment
• Type: Permanent

Key Duties (Including but not limited to):

• Working closely with the internal portfolio management team on setting investment assumptions for pricing
• Help putting together execution plans for reinsurance transactions
• Producing Management Information for divisional Asset Liabilities Committee (ALCO) – the main meeting for managing investment performance of funded reinsurance business
• Providing input into regular oversight and stress testing of derivatives to manage liquidity
• Good understanding of investment risks (interest rates, FX, credit, liquidity) in the context of life insurance – either through past experience or education
• Being able to work in a flexible, dynamic environment with occasional high-pressure deadlines based around transaction process
• Strong self-organization skills, ability to meet deadlines. Ability to sense-check own work before sending out to a senior colleague for review