Posted By
Posted in
Banking & Finance
Job Code
416809
Role Description :
Role Requirements :
- Evaluation liabilities and assets of different funds on regular basis (may be weekly).
- Calculating various sensitivities of assets and liabilities
- Production of risk report
- Production of standard and bespoke yield curves based on the request from valuation team
- Perform all the activities during scheme take-on process like evaluation of assets, calculation of various sensitivities of scheme liabilities and assets etc.
- Optimize processes such as Liability Valuation Process (Prophet Setup etc.) and Assets Valuation Process.
- Define a process for arriving at an optimum Swap overlay
- Evaluate existing swaps and advice purchase / unwinding depending upon existing market conditions
- Develop various ICA related work like credit spread and default modelling etc.
- Accuracy of analysis and modelling
- Quality of reporting
- Robust solutions for innovative transaction structures.
- Time management and delivery within challenging timescales.
- Development of a culture of continuous improvement
- Strong relationship building with Investment Director in the UK
Technical Skills : Exceptional modeling skills, preferably with expertise in excel, familiarity with VBA and other computer languages.
- Attention to detail and ability to understand the implications to the business of changes in approach/assumptions.
Technical knowledge (IFRS/US GAAP)
- Exposure to UK insurance company regulations would be an additional advantage.
General Skills :
- Good communication and interpersonal skills.
- Strong people management skills.
- A proven ability to turn plans into action.
- Ability to work within tight deadlines.
- Ability to challenge upwards.
- Ability to adapt own work in a fast changing environment.
- Ability to operate in an ambiguous environment, break clich's and introduce a dynamic approach.
Preferred candidate profile :
Prior Experience :
- At least 4 years experience of investment analysis
- Exposure to UK insurance company regulations would be an additional advantage.
Education/ Qualification : Mathematics Graduate, either training or qualified for a professional qualification.
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Posted By
Posted in
Banking & Finance
Job Code
416809