The Senior Manager, Strategist solves business problems related to optimizing asset performance, including hedges, against liability performance using analytics, economics, finance, accounting, actuarial and tax disciplines. Forms these solutions considering all accounting frameworks, capital profiles, and other considerations from the rating agencies. The Senior Manager, Strategist also has or develops the knowledge and skills necessary for investment analysis, hedging and research.

Responsibilities

  • Aim to solve, and innovate when necessary, business problems related to assets, liabilities, and investments through rigorous quantitative approaches. 
  • Work on ALM strategy initiatives and research, risk appetite assessment and limits, methodology specification for products and liabilities, and credit, market, operational risk, hedging and cash flow models and assumptions.
  • Conceptualize, devise, implement, and document quantitative solutions. Quantify the competitiveness of the organization's operations and markets, and evaluate the potential impact of changes.
  • Provide advanced analytical and statistical proficiency as part of the finance and/or technology capability that resides within the broader ALM function including modeling, research, trading/hedging strategies. Discover business insights and identify opportunities through the use of financial engineering, statistical, algorithmic, and visualization techniques.
  • Participate in the asset allocation process and enhance objective functions, constraints, and assumptions for portfolio optimization.
  • Contribute to the capital and liquidity analytical developments and earnings-at-risk (EaR) frameworks for strategic and tactical decision making.
  • Participate in the company-wide stress testing process, methodology and analysis.
  • Leverage leading technologies and analytical methodologies in the financial engineering arena.
  • Produce and present departmental level analysis to mid and senior level management.
  • Manage a team or teams as assigned
  • Maintain relationships with industry peers and keep informed of trends and developments.

Qualifications

  • FSA, CFA, or equivalent professional designation along with a Bachelor’s Degree  in a technical/quantitative discipline, such as actuarial science finance, economics, operation research, engineering, computer science, mathematics, statistics, or physics,.
  • In lieu of FSA or CFA, will accept ASA or equivalent professional designation and 14 years of relevant experience.
  • Five years of progressive and relevant experience, including management responsibilities
  • Front office experience at a bank, hedge fund, asset management firm, or insurance company
  • Good understanding of risk methodologies used in banking or insurance industry
  • Communication skills to convey complex information verbally and in writing at the appropriate level of Interpersonal detail for each audience
  • People skills to manage/lead projects and the ability to inspire the team and provide insights to ALM colleagues

Preferred Qualifications

  • Understanding of actuarial, risk, and accounting frameworks.
  • Excellent computer skills

**Please note that the compensation information that follows is a good faith estimate for this position only and is provided pursuant to applicable pay transparency and compensation posting laws. It is estimated based on what a successful candidate might be paid in certain Company locations.**

Compensation:

The US salary for this position generally ranges between $158,000 - $210,000 annually. This range is an estimate, based on potential employee qualifications and operational needs. Salary may vary above and below the stated amounts, as permitted by applicable law.

Additionally in the US, this position is typically eligible for an Annual Bonus based on the Company Bonus Plan/Individual Performance and is at the Company’s discretion.

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