ALM Risk Analyst

Description

The ALM (Asset & Liability Management) Risk Analyst assists the team in its oversight role on ALM risk management, specifically for the non-bank portfolios (insurance business and employee benefit schemes), ensuring all ALM risks are identified, measured, analyzed, managed and reported in an accurate and timely fashion.

Data extraction, integration and analytic techniques to support non-bank ALM risk analysis, reporting and management.

Analyse treasury data to develop unique insights and strategies for the optimal management of ALM risks – both retrospectively and on a forward-looking basis.

Assist in setting up and reviewing risk metrics and procedures and help ensure that they are in line with best practice.

Assist with interpreting and actioning new regulatory frameworks and requirements including ad-hoc requests/quantitative impact studies from internal and external stakeholders

Provide support for key risk-based p...