Risk Management Portfolio Analyst

2 weeks ago


Manila, National Capital Region, Philippines Sun Life of Canada (Philippines), Inc. Full time
Job Description

We are seeking a highly skilled Risk Management Portfolio Analyst to join our team at Sun Life of Canada (Philippines), Inc.

Key Responsibilities
  • Financial Reporting Support
  • Quarterly Drivers of Earnings / Explanation of Investment Results
  • Market Risk Sensitivity testing
  • Asset Liability Committee and ALM Working Groups

The successful candidate will provide support to the team across diverse financial reporting processes, including but not limited to:

Discount rate generation and validation

Quarterly Drivers of Earnings / Explanation of Investment Results

Market Risk Sensitivity testing

Asset Liability Committee and ALM Working Groups

The analyst will also assist in various ALM Strategic Initiatives that focus on improving portfolio characteristics and ensuring compliance with policy.

Additionally, the individual will conduct model validation exercises in accordance with established guidelines and participate in ad-hoc ALM projects depending on business needs.

Requirements

  • University degree with a strong mathematical or statistical background
  • At least 4 years of insurance-related experience in the actuarial, finance, or investment field
  • Strong knowledge in the use of MS Office applications


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