Senior Manager of Market Risk
SENIOR MANAGER OF MARKET RISK
- Comprehensive well-being program
- True work/life balance
- Learning & Development programs
ING Australia is one of Australia’s leading Fund Managers, Life Insurers and Investment providers. To ensure continued growth, we pride ourselves on a high performance culture.
This position will be responsible for taking full ownership of the capital markets hedging program.
The key responsibilities of this role include:
- Play a lead role in the development & implementation of innovative hedging strategies to effectively mitigate complex Business Unit exposures that combine Actuarial, Financial, and Capital Market risks.
- Lead efforts to constantly enhance existing hedging programs to improve performance and more effectively meet evolving Business Unit demands.
- Effectively collaborate with other departments and business units, and creatively leveraging internal and external resources to meet aggressive deadlines.
- Play a lead role in effectively communicating the capital market risks to senior management, especially their complex interaction with both Actuarial and Financial exposures.
For this role we are ideally looking for someone with:
- 5+ years of progressive professional experience in the financial services industry and/or insurance industry
- Background in annuity products including reserves, capital, pricing, and financials
- Bachelor’s degree in Quantitative Finance or related field
- A mix of capital market and actuarial background is strongly preferred. Either an Associate of the Institute of Actuaries of Australia with hands-on experience in annuity risk management and investment background; and / or a quant with hands-on experience in capital markets and understanding of annuity risk management.
- Knowledge of financial mathematics with solid understanding of derivative pricing theory, and their applications
- Working knowledge of volatility, equity and fixed income derivatives and stochastic modelling would be an advantage
- Excellent computer skills (Excel, Access, Visual Basic, Prophet, Matlab)
- A solid team player with strong written and oral communication skills, and is detail oriented
An attractive salary and benefits will be provided; fast paced, friendly team environment; and CBD location.
To apply for this role, please forward your resume once completing the attached application. Candidates that are successfully short listed for this role will be background checked.
ING Australia, Recruitment Team
Ph 02 9234 8111
Fax 02 9299 5496
www.ing.com.au/careers
Level 9, 347 Kent Street
Sydney NSW 2000
