Woodland Hills, CA30+ days ago
ul>Analyze liability behavior (surrenders, utilization, longevity, interest-rate sensitivity) and assess implications for asset strategy, hedging, and liquidity, Partner with asset management teams to design liability-aware portfolio strategies (duration alignment, spread exposure, illiquidity tolerance), Work with derivatives teams to design, size, and assess hedging strategies (rates, convexity, optionality), including hedge effectiveness analysis, Recommend balance sheet actions that improve earnings stability, capital efficiency, and alignment with risk appetite. - Build and maintain CICB's asset-liability management framework, integrating liability cash flows, asset portfolios, derivatives, and capital constraints,
- Convert actuarial liability projections into ALM-ready metrics (duration, convexity, key-rate exposure, liquidity profiles, optionality),
- Develop ALM dashboards, analytics, and decision tools to evaluate balance sheet positioning across base and stressed environments,
- Perform combined asset-liability cash flow testing, sensitivity analysis, and scenario modeling.