ALM & Risk Manager
Consultant Cristina Barros
Date posted 25 November 20192019-11-25 2020-01-24 insurance Brussels Brussels BE EUR 3500 4500 4500 MONTH Robert Walters https://www.robertwalters.be https://www.robertwalters.be/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png
A leading company in the insurance of health care sector based in Brussels is currently looking for an ALM & Risk Manager. The ALM & Risk Manager prepares all market & ALM risk reports and presents them to the Risk and Investment committees. He ensures the correct implementation of decisions and together with the CRO and the internal actuary, he is building a risk policy that is tailored to the company.
As ALM & Risk Manager, your main responsibilities are:
- Own Risk and Solvency assessment:
- Modelling the investment portfolio and the evolution of the balance sheet
- Drawing up ORSA in close collaboration with actuary
- Making projections of the returns and the Solvency II ratio based on these models and testing different scenarios
- ALM Study
- Making a biennial stochastic study with the aim of testing and optimizing the Strategic Asset Allocation. For this, you will work together with an external consultant. Validating the assumptions of the study, interpreting the results and supporting the implementation of the decisions made
- Matching the Annual Cash Flow to support the ALM policy regarding investment decisions
- Solvency II
- Calculate & analyse the SCR regarding market risks for the Solvency II quarterly reporting and prepare the necessary data for completing the QRTs
- Optimize the capital requirements in relation to the investments and estimate the impact of new investments
- Risk Management
- Defining and monitoring KRIs regarding ALM and market risk, analyse and documenting potential risk management techniques, reporting the investment portfolio and following its limits
The ideal candidate holds a master’s degree in Mathematics, Physics, Civil/Business engineering or in Economic Sciences or in Finance. You have a few years of relevant work experience in the insurance sector namely with Solvency II regulation.
Fluency in both French and Dutch and good knowledge of English are required. You have excellent knowledge of MS Office Excel and good knowledge of Accounting (BEGAAP) is a must. Knowledge of a programming language would be considered as a plus.
Do you have a critical mindset with some strong analytical skills? Are you hands-on, enthusiastic and driven? Do not hesitate and send us your application today!
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