"Looking for a diverse and rewarding career? If you're looking to grow your career within a stable and growing financial services company, then Sagicor may be right for you!"
Sagicor Group Caribbean is seeking a suitable candidate to join our team in the capacity of:
Vice President - Market & Liquidity Risk (Caribbean)
Provides independent second-line oversight of market, liquidity, interest rate, foreign exchange, investment, asset-liability management (ALM), and related financial risks across Sagicor Group Caribbean's (SGC) jurisdictions, subsidiaries, legal entities, and material business lines.
Operationalize Sagicor Financial Company Ltd.'s (SFC or Group) market risk, liquidity risk, ALM, investment risk, risk appetite, delegated limits of risk authority (DLAs), reporting standards, governance expectations, escalation protocols, and risk management methodologies across SGC and its subsidiaries.
Provides independent advice and credible challenge regarding material financial risk exposures, portfolio positioning, investment activities, ALM strategies, capital implications, liquidity resilience, and emerging financial risks.
Location: All Territories
As Vice President - Market & Liquidity Risk, you will:
- Oversee market, liquidity, ALM, investment, and related financial risks independently across SGC jurisdictions, subsidiaries, legal entities, and material financial risk activities.
- Challenge exposure management, limit utilization, liquidity positioning, investment risks, ALM practices, and market-driven risk-taking against approved appetite and authorities.
- Promote consistent financial risk language, practices, reporting, escalation, and culture across SGC, with approved local adaptations where required.
- Implement and maintain market, liquidity, ALM, investment, and financial risk policies, standards, methodologies, risk appetite measures, limits, and escalation protocols aligned with SFC requirements.
- Ensure approved local requirements are clearly documented, justified, monitored, and escalated where they differ from Group standards.
- Reinforce clear accountability for first-line ownership, second-line oversight, limit monitoring, approvals, escalation, remediation, and reporting.
- Implement SFC and SGC DLAs for market, liquidity, ALM, investment, and related financial risks across subsidiaries, business lines, and approval forums.
- Monitor financial risk authorities, limits, exceptions, breaches, trends, and escalation protocols.
- Escalate material breaches, exceptions, limit pressures, liquidity vulnerabilities, or deviations from approved financial risk standards to the SVP, Risk and relevant governance forums.
- Maintain timely visibility into exposures to interest rates, equity markets, credit spreads, foreign exchange, liquidity, reinvestment, derivatives, and investment portfolio risks.
- Provide independent review and challenge of ALM strategies, duration positioning, reinvestment assumptions, liquidity buffers, contingency funding arrangements, and material investment strategies.
- Assess consistency of hedging approaches, product changes, portfolio positioning, and strategic initiatives with approved risk appetite, DLAs, and governance expectations.
- Identify vulnerabilities arising from asset-liability mismatches, liquidity concentrations, market volatility, changing macroeconomic conditions, or entity-specific balance sheet pressures.
- Support SFC-led enterprise-wide stress testing with SGC market, liquidity, ALM, investment, and financial risk data, assumptions, expert judgement, interpretation, and management commentary.
- Conduct targeted sensitivity analysis and scenario diagnostics on interest rate, equity, spread, foreign exchange, liquidity, reinvestment, ALM, and investment portfolio risks.
- Oversee financial risk control effectiveness, data quality, model inputs, assumptions, issue remediation, action tracking, and validation of management responses.
- Promote stronger data quality, analytics, automation, and consistent exposure monitoring across finance, actuarial, treasury, investment, business, and risk teams.
- Provide independent financial risk challenge on strategic initiatives, transformation programs, new products, investment strategies, portfolio acquisitions, and material changes to balance sheet or liquidity operating models.
- Strengthen financial risk capability, analytical discipline, and consistent second-line practices across SGC.
What do you need?
- Undergraduate Degree in Finance, Economics, Actuarial Science, Mathematics, Accounting, Risk Management, or a related discipline; advanced degree or professional designation preferred from a recognized tertiary institution.
- 12+ years of market risk, liquidity risk, ALM, treasury, investment risk, actuarial, or related financial services experience, including meaningful second-line or independent oversight experience.
- Deep knowledge of interest rate risk, FX risk, equity risk, spread risk, liquidity risk, ALM, stress testing, investment portfolios, risk appetite, and financial risk governance.
- Experience applying market, liquidity, ALM, investment risk frameworks, appetite measures, DLAs, exposure monitoring, and governance across multiple jurisdictions, subsidiaries, or business lines.
- Experience across diversified financial services sectors, preferably including insurance, banking, treasury, asset management, and investment portfolios.
- Strong analytical judgement, executive communication skills, independence, integrity, and ability to influence senior stakeholders.
If this role is of interest to you, kindly submit an application via Sagicor's career portal no later than October 19, 2026.
While we appreciate all applications, only shortlisted candidates will be contacted.
