ALM Senior Manager

Job description

Job Summary Reporting to the Head of ALM and working closely with other Finance functions (Reserving in particular), Business lines and Risk Department, the Senior ALM Manager participates in: Identifying and quantifying the financial risks (interest rates, FX, inflation) embedded within the different financial aggregates of SCOR Group and its branches and subsidiaries, in particular Economic Value (IFRS17), SCR and SII ratio, local capital and solvency ratio; Proposing and continuously improving an ALM framework (indicators, risk appetite/limits, governance, tool, reporting/dashboard) to be validated by the Risk Department, the COMEX and the Board; Proposing hedging strategies with cash instrument with SCOR IP and derivatives with the market; Implementing/executing the hedges validated;: Taking part actively in the implementation of the ALM Tools in Palantir/Foundry, Preparing and executing the SCOR debt issues, Hedging the SAP/SOP. Key duties and responsibilities: Risk identification: Ensure that the financial risks embedded in the key financial indicators of the Group are properly identified. Risk quantification: Ensure that the risks identified are properly quantified, in parti...