This is an exciting role that carries a high degree of responsibility and independence as you will provide technical support to the Chief Investment Officer and wider Investments team and facilitate delivery on a wide variety of investment initiatives.
* Location: London
* Category: Life Actuarial
* Type: Permanent
Key duties (including, but not limited to):
* Contributing to the annual and quarterly new business pricing exercises. This includes setting the investment yield curves for in payment and deferred payment new business
* Monitor investment activity versus business plan and other needs
* Working with the ALM team, maintain a framework for assessing the ALM impact of investments
* Generally provide technical underpinning for Solvency 2 (Solvency Capital Requirement and Fundamental Spread), IFRS balance sheet and liquidity impacts of investment activity
* Maintain and develop capital and balance sheet optimisation tools to manage the inflow of assets and liabilities in a capital efficient manner giving considerations to medium term investment strategy, cashflow matching, short and long term liquidity and large transactions whether asset or liability side, including pre-investment of anticipated DB schemes
* Maintain and develop tools used to price new assets acquired
* A first class or upper second class degree in a subject relevant to finance, investments and/or Actuarial
* Progress towards actuarial qualification is essential
* 5+ years relevant experience within Financial Services, Asset Management, Insurance Investment or Investment Consulting
* 5+ years working knowledge of asset allocation and portfolio construction. Fundamental investing knowledge, with the ability and interest to develop further, and investment function knowledge of a (life) assurer is essential
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