Job Details
Manager-II - ERM SC
2 to 6 Yrs
Mumbai-City
Manager-II
Apply to requirement
Job description
Responsibilities
Identifying risks for new products and developing strategies to mitigate those risks
Asset Liability Management (ALM)
Hedging of interest rate and other market risks using derivative instruments
Regular reporting of mortality, persistency and expense risks
Development / Re-calibration of predictive model for demographic risk (such as mortality risk, early claims propensity model etc.)
Resilience testing and economic capital working for risk Committee
Preparing presentation & report for risk Committee
Key Competencies
Motivated and willingness to contribute to organizational goals
Basic understanding of different product structures and cashflows
Ability to produce the output and perform basic checks P
roficiency in Excel/VBA and MS Office
Basic knowledge of Prophet software