Job Description
The ALM (Asset & Liability Management) Risk Analyst assists the team in its oversight role on ALM risk management, specifically for the non-bank portfolios (insurance business and employee benefit schemes), ensuring all ALM risks are identified, measured, analyzed, managed and reported in an accurate and timely fashion.
Data extraction, integration and analytic techniques to support non-bank ALM risk analysis, reporting and management.
Analyse treasury data to develop unique insights and strategies for the optimal management of ALM risks - both retrospectively and on a forward-looking basis.
Assist in setting up and reviewing risk metrics and procedures and help ensure that they are in line with best practice.
Assist with interpreting and actioning new regulatory frameworks and requirements including ad-hoc requests/quantitative impact studies from internal and external stakeholders
Provide support for key risk-based project deliverables
Assist with developing and implementing intuitive and flexible user interfaces, incorporating data analysis and data visualisations that can easily be comprehended and simplified for stakeholders, including non-technical audiences.
Take ownership of delivery of analytics, MI, and associated reporting on an end-to-end basis.
Assist with implementation of appropriate risk reporting to various risk, governance and technical committees.
Build and sustain collaborative working relationships with relevant peers and stakeholders.
Analyse effectiveness and contribute to robustness of the control environment.
Have an understanding of published regulatory directives relating to insurance entities and ALM risk management where appropriate and help ensure that outputs are compliant.
Become familiar with group policies and frameworks relating to ALM risks and periphery subject matter.
Assist with relevant financial statement disclosures (as it pertains to ALM risks).
Assist in the internal and external audit process.
Qualifications:
Degree in Actuarial Science, Finance, Banking, Risk Management, Engineering, Accounting or Auditing and/or other quantitative subjects such as Applied Mathematics, Statistics, and/or similar professional financial qualification such as Financial Risk Management (FRM®), Chartered Financial Analyst (CFA®).