Manager, Asset Liability Management, Actuarial Systems

Our client is looking for an experienced modeller with a strong demonstrable background in asset and ALM modelling to join their growing team.

• Location: London
• Category: Life Actuarial
• Type: Permanent

Key Responsibilities (Including but not limited to):

• Support and lead the development, maintenance and enhancement of a robust set of actuarial modelling ALM tools and processes
• The key tasks cover all aspects of their E2E process
• To develop and maintain strong working relationships with all key users and stakeholders
• Support the development and maintenance of documentation, process notes and user guides
• Support the ALM Lead in triaging change and support requests
• Excellent coding capabilities, acting in line with best practices
• Proactively contribute to AST team management and various strategic objectives and focus areas outside of day-to-day role
• Qualified actuary with minimum of 5 years’ experience in life insurance or life reinsurance
• Demonstrable model development experience in an ALM and asset modelling context, with a preference for FIS systems such as Prophet (US360 and ALS libraries) and Enterprise Manager
• Solid understanding of ALM fundamentals
• Wider programming and scripting skills are a plus, e.g. Python, SQL, R or VBA
• Demonstrable interest in long-term actuarial modelling role