Financial Risk Management

Confidential Company  •  Atlanta, GA

Less than 5 years experience  •  Financial Services

$80K - $100K
Posted on 08/12/17
Confidential Company
Atlanta, GA
Less than 5 years experience
Financial Services
$80K - $100K
Posted on 08/12/17

Conducting financial analysis of variable annuity market risk using the Solvency II Monte Carlo Value-at-Risk Short Term Economic Capital model.

• Calculating and reporting quarterly market consistent duration and convexity gaps, including interim monthly estimates.

• Analyzing derivatives and investment strategies, and assessing the  impact of future management actions, and providing recommendations to reduce company exposure to financialrisk.  

• Planning, execution, controls and delivery of Standard Formula approach under Solvency II.  

• Supporting Investment/Derivatives and VA teams on research and Asset Liability Management projects.  

• Supporting the calculation of the quarterly IFRS Attribution-at-Risk indicator for VA dynamic hedging program.  

• Supporting the quarterly calculation of Credit risk within the Short Term Economic Capital Model.

• Supporting quarterly Risk Book and annual Solvency II Own Risk Self-Assessment (ORSA) reporting.

• Providing trainings on financialrisk indicators and produce periodic strategic plan projection of risk indicators.  



• Master’s degree in Financial Engineering plus 2 years of experience or FSA.


• Strong organization and planning skills

• Solid interpersonal/relationship management/communication skills – the ability to foster good working relationships with business partners is needed to gather required data and analysis.

• Software skills including MS Office/Excel/VBA

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