Asset Liability Management Analyst (Madrid)

ServiZurich, a subsidiary of Zurich Insurance Group, operates as an integral part of the company, providing cutting‑edge technological solutions and support to local and integral business units.

Role Overview

An Asset Liability Management Analyst in ServiZurich undertakes advanced risk analysis and reporting to support the investment strategy and regulatory requirements of the Spanish life companies.

Responsibilities

• Analysis and presentation of ALM risk reports, including the preparation of the Investment Book of the Spanish life companies.
• Market, Credit, Counterparty, Liquidity and Sustainability Risk Management within the Investment Management area.
• Calculation and monitoring of capital requirements and the Matching Adjustment spread under Solvency II.