
Head of ALM and Investment Risk – Switzerland & France
- Milano
- Tempo indeterminato
- Full time
- Lead ALM & Investment Risk unit for Switzerland and France, performing ALM and Investment risk activities, ensuring alignment with Group policies, strategic priorities and local business needs, coordinating also the respective resources sitting in the countries.
- Support the Strategic Asset Allocation (SAA) process, providing key strategic drivers, targets and constraints at portfolio level.
- Support the product development process from an investment perspective, ensuring asset allocation, financial assumptions, and liquidity considerations are appropriately integrated new insurance product with a savings component.
- Ensure proper execution of first level risk controls at local level, identifying and implementing corrective actions when necessary.
- Collaborate with Group and local CFO, CIO, and CRO functions to ensure consistency in ALM methodologies and investment risk frameworks.
- Act as a key point of contact for ALM and Investment Risk topics within the region, facilitating knowledge sharing and best practices across different entities.
- Master’s Degree in Finance, Actuarial Sciences, Statistics, Economics or a similar quantitative field
- Minimum 10 years of experience in a financial risk management, capital/liquidity management, ALM, or actuarial roles, preferably in the insurance or consulting industry
- Strong background of: life valuation metrics and actuarial models, financial modeling and capital markets’ instruments, regulatory framework: Solvency II and IFRS9/17
- Proficiency in one or more of the following tools: Matlab, Python, R or Prophet
- Know-how of French and Swiss insurance products and local accounting rules will be considered a plus
- Experience in managing a team will be considered a plus
- Fluency in English is a requisite, and proficiency in French or German is highly preferred
- Strong leadership and stakeholder management skills, with the ability to collaborate across multiple geographies
- Excellent presentation and communication skills
- Proactive and solution-oriented mindset, with the ability to drive strategic initiatives in a fast paced environment
- Strong analytical and creative problem-solving skills.
- Demonstrated ability to manage stress and work effectively in a dynamic international environment