ALM Reporting and Analytics Manager recruitment
An opportunity has arisen within the Aviva Group Centre ALM team for a Manager to join the team. As a multinational Insurance company, Aviva faces a range of risks across all regions. These include credit risk, equity risk, inflation risk, interest rate risk and other market risks:
- ALM teams are given the role of ensuring that the risks are managed in accordance to our stated risk appetite at both a regional and group level. The risk appetite aims to provide the right balance between risk and return for our customers and our shareholders
- The Group ALM team provides advice and oversight to the regions, and manages Group-wide limit control processes. The team also manages the Group overlay hedges.
- The Group ALM team provides reports and advice to senior management on the performance of both the regions and the group, and is a key voice in senior committees across the company.
The role of the ALM Reporting and Analytics Manager is to:
- To provide strong support to the Senior Manager - ALM Reporting and Analytics
- Execute the effective and timely delivery of relevant financial and non-financial information for internal or external publication purposes.
- Conduct day to day monitoring of Assets and liabilities and support the analysis of this data.
- Critically analyse the current and future strategies for measuring and monitoring ALM risks. Propose new solutions to improve the current reporting and analytics framework.
- Work across group ALM team to understand implications of any projects, and ensure the reporting and analytics teams can support these requests.
- Liaise with regions to monitor and control the overall credit limit framework. Assist negotiations between regions on limit allocations and breaches management.
- Support external reporting requirements from ALM team on Derivatives and key exposures.
SKILLS/KNOWLEDGE:
- Good understanding of the insurance industry accompanying technical skills.
- Understanding of pricing methodology for a range of asset classes
- Market risk and credit risk modelling skills
- The ability to bring judgement to facts/data
- Excellent written and oral communication skills
- Good inter-personal skills and credibility when dealing with senior management.
- Multi-disciplinary - including an understanding of accounting and actuarial issues, as well as project management skills.
- Understanding of ICA/IGD regulations.
Experience of the following would be an advantage:
Excel and/or Access modelling, including VBA
MatLab experience preferable
Bloomberg querying
February 14, 2012
• Tags: Accounting & Finance careers in the UK, ALM Reporting and Analytics Manager recruitment • Posted in: Financial