In this role you will support the Group's risk management and oversight activities of the risk function at Corporate Center. Your focus will be on Asset Liability Management and Market Risk (ALM/Market Risk). As part of the Financial Risk Governance team you work closely with Group Investment Management and the Chief Risk Officer for Investment Management. You partner with key stakeholders in the Investment Management teams and provide independent oversight on Market Risk taking and ALM in line with Group Risk Management's mandate. You provide inputs to Group's ALM/Market Risk reports, support the setting of ALM/Market risk policies, risk limits, support the review of Group's Strategic and Tactical Asset Allocation and support Group Risk Management with ALM/Market risk expertise. Your strong ALM/Market Risk background allows you to independently analyze, identify risks and to provide meaningful risk insights or recommendations. In this role you will also support the risk review and monitoring of our hedging programs and support the team in credit risk management related activities. We will count on you to interact with many key teams, senior management and supervisory authorities. You will work actively with highly qualified and motivated people in a diverse team.
As a SeniorFinancial Risk Specialist your main responsibilities will involve:
Partnering with key people in Group Investment Management and Risk Management,
Overseeing ALM/Market risk taking and adherence to ALM/Market risk framework,
Preparing Group Risk Management contributions for Group's ALM/Market Risk reporting
Preparing ALM/Market Risk reviews and providing risk insights (e.g. ALM/Market risk results and exposure developments, strategic and tactical asset allocation, proposed hedging programs, changes in investment strategy or proposals for new asset classes),
Supporting the review of hedging programs and credit risk management activities.
Your Skills and Experience
As a SeniorFinancial Risk Specialist your skills and qualifications will ideally include:
Master's degree in economics, mathematics, engineering, statistics or related field
5 years' relevant experience in risk, investments, actuarial, treasury or related area
Strong ALM/Market Risk background including market risk modelling and analysis
Good understanding and experience in the use of Derivative financial products
Basic knowledge of credit risk exposure and counterparty risk assessment
Good knowledge of software applications such as R, MatLab, Phyton, VBA or similar
Pronounced analytical skills and proficient English and communication skills
CFA, FRM or similar qualifications or an Advantage
Internal Number: 5480366
About Zurich Insurance Company Ltd
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