Our client, an insurance company is looking for an ALM Actuary within to join the ALM and SAA team. Within the Financial Department, this role is set to manage and optimize the financial balance on a middle and long term.
The ALM Actuary will be responsible for:
- Defining the yearly financial policy for the life entities through:
- Strategic allocation: optimization of asset portfolios and optimum allocation of future flow.
- Set up the strategy for the different risk cover: rate, asset, credit and other risks
- Lead impact studies in IFRS17 for the life portfolio to give insight to the management teams to help their decision-making process.
- Analyze the opportunities of new investments
- Present the written policies of Asset and liabilities and liquidity management
- Produce ALM indicators and ALM dashboards
- Collaborating in studies and files presented to the different committees (such as the ALM committee). …
- Hold a master’s degree either in Actuarial science or Finance.
- Between 3 to 5 years of professional experience in a similar role
- Have a good knowledge of financial balance of a life insurance company, Solvency II and different assets.
- Ability to communicate quantitative topics in a pedagogue and synthetic way.
- Good knowledge of financial products, including derivatives and non-vanilla.
- Ability to communicate with very different stakeholders
- Master IT tools such as: Excel, VBA and SAS. Knowledge of Prophet is an asset.
- Fluent in French and intermediate in English