12 month FTC
The Investment Risk team help to drive our investment strategy by ensuring policyholder and shareholder risks are hedged within appropriate timescales. As part of the team you will help to take ownership of hedging policies for interest rate, inflation and equity risk and ensure funds are managed to an appropriate risk appetite.
As an Investment Risk Actuary you will enjoy a broad role, using your skills and knowledge to provide support to the Head of Investment Risk in all aspects of Life Company ALM activity.
This key role will involve activities such as:
• management of investment risks (including nominal rates, real rates, equities and credit) to pre-specified targets and tolerances;
• producing hedging instructions and working with our strategic asset management partners to ensure our ALM execution is carried out in a cost-effective manner in line with our expectations and requirements;
• supporting the investment strategists with the relevant asset and liability analysis / modelling to facilitate investment in new asset classes; and
• developing and maintaining ALM models to facilitate management of our investment risks and ensure the team have the capability to apply market and credit stresses to our investments and derivatives.
You will work closely with the Actuarial teams in Life Finance and Capital Management to ensure all material aspects of our ALM practices are reflected in the models, and you will also support Group-led initiatives such as mergers & acquisitions through the preparation of efficient hedging strategies.
To apply for this job email your details to email@example.com.