Provide quantitative analysis and modelling in support of asset allocation and strategy development for:
Company's own (AIC) portfolios; as well as
In support of insurance portfolio advisory services provided by MIAL/MIM for third party clients;
Build management tools to enhance portfolio decision making;
Maintain processes, assumptions and techniques to support new business pricing;
Perform research and build investment strategies to support and achieve enterprise objectives.
More specifically,
Assist in the design and monitoring of appropriate asset/liability strategies and tactics to reduce interest rate and other capital market related risks. Evaluate portfolio management techniques in both the cash and derivatives markets to support this effort.
Support appropriate asset liability management, approaches to construct asset portfolios for new product development.
Assist country portfolio managers to conduct scenario analysis for portfolio rebalancing, asset sector selection and optimization analysis associated with strategy evolution.
Understand assigned MetLife businesses, their products and the associated liability profiles to provide support in generating portfolio strategies that help achieve earnings, growth and risk management objectives.
Identify business driven issues and initiatives. Support in developing and managing projects to solve portfolio and risk management issues or seize earnings opportunities.
POSITION DESCRIPTION
Actively participate in the Company ALM management process including ALM working groups.
Assist in the development of portfolio investment objectives and guidelines.
Monitor portfolio asset-liability profile including scenario analysis, cash flows and stress testing.
Research the implications of the regulatory environment and statutory and GAAP accounting as they relate to portfolio strategy.
Support regional level reporting needs and help drive process automation.
Competencies: (list competencies in order of importance)
Strong quantitative background; high comfort level with numbers and coding experience in MATLAB strongly preferred.
5-8 years of experience in portfolio management or related lines of business.
Asset-liability management and investment strategy experience a plus.
Exceptional analytical, communication, prioritization, and project management skills.
Strong interpersonal skills and team orientation to build partnerships and work successfully with front office, Country Managers and Investment Directors (CIOs).
Client management and business profitability focus.
Knowledge of investments markets in the region is a plus.
If you are interested in this role, please forward an up-to-date copy of your CV to samantha.wong@globalsage.com
Samantha -Global Sage If this job is not quite right for you but you are looking for a new position, please contact us for a confidential discussion on your career.
