AVP Risk

Job Description : Key Focus areas :

• The responsibilities of Senior Manager / AVP - FRM include, but are not limited to :
• Ensure Financial Risk Management Structure is working effectively :
• Drive Risk Culture and continue to upgrade the Risk Strategy of Aegon Life
• Review and improve economic capital reports
• Manage production of ALM reports, and review / update ALM strategy
• Regular updates on risk and capital matters
• Lead and Support ALM Committee and Risk & Capital Committee (RCC) to ensure effective operation on the FRM side
• Promote best practices in risk management and embed Risk Policies :
• Lead Mismatch Risk management initiatives (e.g., derivative strategy)
• Monitor and manage scenarios that could result in a liquidity risk for the company
• Ensure products are sufficiently reviewed / challenged from pricing and risk perspective
• All 'high risk' models are thoroughly reviewed with gaps closed within reasonable timeframe
• Significant risk events escalated timely

Qualifications & Competencies :

Skills Required

Insurance Liability Modelling,