Alm Officer

As an ALM officer joining the actuarial department. you will be responsible for the successful optimization of ALM. On top, you will have the opportunity to support the wider actuarial department on a diverse range of projects related to pricing, reserving and forecasting.

**Ref: 26920**:

- ** Location**: Glasgow/Remote
- ** Category**: Life Actuarial
- ** Type**: Permanent

**Overview**:
Key duties (including, but not limited to):

- Successfully optimize the risk versus return balance by performing regular Strategic Asset Allocation analysis working closely with Investment Management, Treasury and Risk Management departments
- Support its operational implementation across Legal Entities and Branches
- Understand and manage risk through scenario analysis and stress testing
- Manage the market risk platform and perform quarterly SCR calculations
- Track the performance of the investment portfolio and anticipate future performance based on evolution of market conditions
- Ensure compliance with investment related policies and report any breaches to the CRO

**Qualifications required**:

- Actuarial science, engineering, finance, business, or equivalent background

**Experience required**:

- From 3+ years of insurance modelling experience
- Exposure to investments / risk management / ALM / VaR and interest rates
- Solvency II knowledge
- Treasury knowledge
- Ability to work well with multiple stakeholders
- Fluent in English, other languages are a plus

**Consultant**:
**Ben Ballard**:
**Business Manager | Life Actuarial**:
T: +44 (0)203 867 9861