Manager, Market Risk

Recruiter
Location
London
Salary
Up to £100k plus benefits/bonus
Posted
05 Jan 2017
Closes
05 Feb 2017
Ref
200322
Contract Type
Permanent
Hours
Full Time

A global insurer is looking for an experienced candidate to join the Market Risk Team which is part of the Group Risk Enterprise Risk Management function, which aims to provide a holistic understanding of the company's risk profile (financial and non-financial) and informs decision making from a risk perspective to support the achievement of corporate goals.

The team's scope of actvities includes:

  • Oversee the market and liquidity risk policies for the Group, including setting of BU limits
  • In particular monitoring of market risks within the Variable annuity and Participating business
  • Responsible for the production of the Market and Liquidity Risk Reporting MI to Exec and Non Exec Risk Committees and the Board
  • Measuring and assessing market and liquidity risk for ad-hoc projects.

You will also be responsible for risk assessment and evaluation with particular focus on ALM/investment issues including hedging strategies across the group.

Candidates can be actuaries or CFA (or similar) and must have a good understanding of market dynamics, particularly derivatives, and how the value of these instruments is affected by market movements and how they’re used within insurance.