Coni + partner, established 1993, is a consultancy company with headquarters in Zurich and subsidiaries in Düsseldorf and Shanghai. We are specialized in custom-fit staffing in tune with the corporate culture by ensuring a perfect match of professional skills, references and personal as well as social skills of successful candidates.
Our client is a life insurance company in Zurich. We are searching for a mathematician (m, f, d) as
Life Risk Manager ALM
Aufgaben
1. Producing replicating portfolios for the life insurance business
2. Developing the life liability benchmark of investible replicating portfolios
3. Calculating hedgeable versus non-hedgeable risk within Life business
4. Producing management information for use in steering business based on replicating portfolios
5. Representing Group Life Actuarial at selected local Asset Liability Management Committees
6. Support the ALM risk working group
7. Generation of economic scenarios and assumptions for use in Embedded Value calculations
8. Responsible and part of the project to develop the framework for calculating Asset Liability Management risk-based capital for Solvency II
9. Assessing ALM risk inherent within new product developments and Mergers & Acquisitions and contributing to risk capital calculations.
Qualifikation
1. Master Degree or Ph.D.
2. Experience in financial markets and valuation techniques
3. Good technical skills
4. Knowledge of Asset Liability Modelling/Management, product design, Market Consistent Embedded Value (“MCEV”) work, pricing and valuation of Life insurance products with embedded options and guarantees and Enterprise Risk Management
5. Highly cooperative, flexible, and enthusiastic personality
6. Strong interpersonal, networking, communication, problem-solving and listening skills
7. A passion to deliver with accurate, persistent, effective and efficient working methods
8. Fluent in oral and written English.
For an initial contact, please send us your documents by e-mail to or call us on +41 44 254 90 10.
coni + partner ag
Ivano Coni
Managing Director
Klosbachstrasse 107
8032 Zürich
Tel.: +41 44 254 90 10
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