Financial Risk Management Specialist

7 days ago


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

Job Description:

We are seeking a skilled Asset Liability Management Specialist to join our team at Sun Life of Canada (Philippines), Inc. As an ALM Specialist, you will provide critical support across diverse financial reporting processes, including discount rate generation and validation.

Key Responsibilities:

  • Discount Rate Generation and Validation: Generate and validate discount rates to ensure accurate financial reporting.
  • Quarterly Drivers of Earnings/Explanation of Investment Results: Assist in preparing quarterly reports on drivers of earnings and explanation of investment results.
  • Market Risk Sensitivity Testing: Conduct market risk sensitivity testing to identify potential risks and opportunities.
  • Asset Liability Committee and ALM Working Groups: Participate in ALM committee and working groups to drive strategic initiatives.

Additional Responsibilities:

  • Assist in ALM Strategic Initiatives: Support various ALM strategic initiatives focused on improving portfolio characteristics and ensuring compliance with policy.
  • Conduct Model Validation Exercises: Conduct model validation exercises in accordance with established guidelines.
  • Participate in Ad-hoc ALM Projects: Participate in ad-hoc ALM projects depending on business needs.

Requirements:

  • University Degree: Hold a university degree with a strong mathematical or statistical background.
  • Insurance Experience: Have at least 4 years of insurance-related experience in the actuarial, finance, or investment field.
  • MS Office Skills: Possess strong knowledge in the use of MS Office applications.


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