ALM Actuary (Front Office) – 28382

Support the Head of ALM Front Office in asset and liability management (ALM) and optimisation across the Company.

• Location: London
• Category: Asset and Liability Management
• Type: Permanent

Key Duties (Including but not limited to):

• Support the Head of ALM Front Office and Investments with formulating asset strategy/mix, taking into account the relative attractiveness of assets under Canadian/UK/EU regulatory regimes.
• Support the delivery of ALM information to multiple internal stakeholder teams, delivering in line with Investment Management Agreements (IMAs) and Service Level Agreements (SLAs) with Investments front office and SLAs with Irish Life and Pricing.
• Support the Head of ALM Front Office in the optimisation and operation of the MAP, producing regular asset/liability projections, developing rebalancing proposals for the MAP with Investments, evaluating and recommending new asset classes and providing regular reporting on trading activities within the MAP and rationale.
• Fellow of the Institute and Faculty of Actuaries (or equivalent).
• Good understanding of asset classes to enable accurate production of Asset Liability Matching results.
• Good knowledge of Solvency II and the Matching Adjustment. Knowledge of IFRS 17 and Bulk Annuities would be beneficial, but not essential.
• Effective communication skills (able to articulate technical and complex issues clearly both verbally and in writing to senior audiences including non-actuaries). Familiarity with using PowerBI to present data and analysis would be viewed favorably.

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