Investment Analysis Associate Director
119416
Let’s get straight to the point!
Managing a team with the responsibilities below:
* Analysis and presentation of ALM risk reports, including the preparation of the Investment Book of the Spanish life companies.
* Market, Credit, Counterparty, Liquidity and Sustainability Risk Management within the Investment Management area.
* Calculation and monitoring of capital requirements and the Matching Adjustment spread under Solvency II.
* Analysis of new investment proposals from the risk and regulatory point of view.
* Portfolio performance monitoring and reporting.
* Management of the Local investments data warehouse collecting accounting information and credit ratings.
* Providing data requests from actuarial and proposition teams about investment portfolios.
How do you know you fit in? I’ll explain:
Don’t worry, we are not asking you to save the planet or meet 100% of the requirements.
QUALIFICATIONS/EXPERIENCE:
* 5+ years of relevant experience in investment management, ALM, risk management or actuarial roles.
* Master’s degree in finance, Econometrics, Actuarial Sciences, Mathematics or Statistics. CFA or FRM certification preferably.
* Understanding of financial assets and their risk characteristics, coupled with an interest in capital markets.
* Knowledge of solvency/regulatory capital frameworks.
* Understanding of accounting principles for financial assets and derivatives.
* Preferably, knowledge of programming and database management.
KNOWLEDGE & PERSONAL SKILLS:
* Very good knowledge of both liquid and alternative financial instruments and markets.
* Pro-active professional with analytical mindset.
* Being a Bloomberg and SAP user would be an advantage.
TECHNICAL SKILLS:
* Excellent knowledge of MS Office tools, especially Excel.
* Programming knowledge in R, Matlab or Python is an advantage.
* Investments accounting in both areas: Local and IFRS.
If you feel butterflies in your stomach and you think we are a match, send your CV!
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