Investment Analyst (Credit) – 29946
Aylesbury
Actuary (Structuring & ALM Strategic Programmes) – 28505
Support the company's balance sheet optimisation efforts and develop and implement new asset structuring solutions as part of the company's investment strategy
Ref: 28505
- Location: London
- Category: Asset and Liability Management
- Type: Permanent
Overview
Key Duties (Including but not limited to):
- Support in the production of business cases for potential new asset structuring solutions to support the Company’s annuity investment strategy. This will cover high level MA and PIM treatment, economic and balance sheet impacts, identifying steps to operationally implement the new asset structuring solutions, and presenting the business case to senior stakeholders.
- Support efforts to expand the Company’s MA portfolio, including performing the necessary analyses, engaging with stakeholders across departments following the appropriate governance process.
- Contribute to the solution design, specification and setting of requirements for the Company’s Balance Sheet Optimisation model. This will include contributing to the production of detailed plans, model development (in Python and Julia), engagement with stakeholders in the Company’s Asset Management and wider ALM teams, governance and documentation.
Qualifications required:
- Fellow of the Institute and Faculty of Actuaries (or equivalent)
Experience required:
- Knowledge of Solvency 2 regulations and the Matching Adjustment
- An understanding of the workings of an insurance company balance sheet, capital requirements and rating methodologies for structured assets
- A good understanding of the workings of an insurance company balance sheet
- Experience in coding in Python