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ALM Actuary - Zurich

Date Posted
18th December 2014
Reference
Stone 6236
Sector
Life, Risk Management
Job Type
Permanent
Location
Zurich
Benefits
Excellent Benefits
Salary
Negotiable

Job Description Apply: ALM Actuary - Zurich

In this role you will join a team of senior actuaries supporting the calculation of market ALM risk in respect of the life business for the Zurich Group. You will support ALM reporting and methodology for life liabilities modeling working closely with Group Risk Management and Investment Management. You will be involved in the maintenance and development of replicating portfolio methodology and processes for production of bi-annual replicating portfolios for the Group’s life liabilities and analysis of life ALM risk.

Your Role
As an ALM Actuary your main responsibilities will involve:

  • Support the production of replicating portfolios
  • Produce reports and ad-hoc analysis
  • Provide peer review for ALM risk capital calculations
  • Maintain the control framework for production activities
  • Support maintenance and enhancement of existing Excel and Matlab based tools
  • Automate production tasks and review processes
  • Lead methodology projects under the supervision of a senior actuary
  • Provide actuarial advice and opinion on ALM-related issues

Requirements

  • Qualified actuary preferably with postgraduate degree in applied mathematics or statistical field
  • A minimum of 3 years of experience working in economic capital modeling and/or prior experience in life insurance
  • Strong background in financial economics, statistics and/or actuarial sciences
  • Sound knowledge of risk and capital management techniques and theory
  • Previous experience with replicating portfolios or other proxy methodologies is a plus
  • Advanced IT skills, with particular focus on excellent Excel skills and VBA
  • Experienced in Matlab and/or SQL a strong plus
  • Excellent communication skills (verbal and written) in English
  • Strong analytical, process and organizational skills
  • Detail oriented, with a strong commitment to quality and enforcing appropriate checks and review of all work
  • Highly cooperative, flexible, and enthusiastic team-player
  • Strong sense of responsibility and adherence to deadlinesAbility to build and maintain relationships across functions

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