Senior ALM Analyst 80-100%

Job-Room; Zürich; Vor Ort; CHF 140.000 - 190.000; Vollzeit

Zusammenfassung

Zurich in Zürich seeks an experienced ALM professional to join the Asset Liability Management and Strategic Asset Allocation team. You will combine investment analysis, quantitative expertise and understanding of insurance liabilities to support balance sheets and growth.

The role focuses on reviewing ALM risk exposures, developing strategies, and presenting clear recommendations to senior stakeholders. A master’s in a quantitative field and 10+ years in ALM or Life insurance are preferred;

Qualifikationen

• Master-s degree or equivalent in Actuarial Science, Mathematics, Statistics, Econometrics, Finance or another quantitative discipline
• A recognized actuarial qualification, CFA or FRM qualification is beneficial, as is knowledge of programming languages
• At least 10 years of relevant experience in ALM, Investment Management, actuarial, Life insurance, insurance risk or capital management roles
• Strong understanding of financial markets, asset classes and investment strategies, including fixed income and derivative instruments
• Experience assessing asset allocation and hedging strategies in the context of liability profiles, risk appetite, capital and liquidity constraints
• Strong understanding of insurance liabilities and their behaviour under different economic conditions, particularly for Life insurance products
• Ability to translate liability exposures and quantitative analysis into practical investment and hedging recommendations
• Strong knowledge of insurance solvency and regulatory capital frameworks, such as SST or Solvency II
• Ability to understand and constructively challenge model methodologies, assumptions and limitations
• Strong analytical judgement and communication skills, with the ability to work independently and collaborate effectively with multiple stakeholders

Aufgaben

• Review asset and liability risk exposures and assess their implications for investment and ALM strategy
• Develop ALM and investment strategies reflecting liability characteristics, market conditions, expected returns, capital, liquidity and other relevant constraints
• Provide the investment and ALM perspective on new Life products, transactions and other growth initiatives
• Design and assess investment and hedging solutions using different asset classes and derivative instruments
• Evaluate portfolio positioning, asset allocation alternatives and the effectiveness of proposed hedging strategies
• Understand and critically assess the methodologies, assumptions and limitations underlying actuarial and risk model outputs
• Perform targeted quantitative analysis and sensitivity testing to support recommendations
• Work with Group and Local Investment Management, Actuarial, Finance and Risk teams to support effective ALM decision-making
• Present clear, well-documented recommendations to senior stakeholders and governance bodies
• Work location is Zürich.

Jobbeschreibung

Do you enjoy applying investment and actuarial expertise to complex balance-sheet questions? Are you interested in understanding insurance liability exposures and translating them into practical investment and hedging strategies? We are looking for an experienced professional to join the Asset Liability Management and Strategic Asset Allocation team within Group Investment Management. The role combines investment analysis, quantitative expertise and an understanding of insurance liabilities, supporting both the management of existing balance sheets and growth ambitions.

What you will do

• Review asset and liability risk exposures and assess their implications for investment and ALM strategy
• Develop ALM and investment strategies reflecting liability characteristics, market conditions, expected returns, capital, liquidity and other relevant constraints
• Provide the investment and ALM perspective on new Life products, transactions and other growth initiatives
• Design and assess investment and hedging solutions using different asset classes and derivative instruments
• Evaluate portfolio positioning, asset allocation alternatives and the effectiveness of proposed hedging strategies
• Understand and critically assess the methodologies, assumptions and limitations underlying actuarial and risk model outputs
• Perform targeted quantitative analysis and sensitivity testing to support recommendations
• Work with Group and Local Investment Management, Actuarial, Finance and Risk teams to support effective ALM decision-making
• Present clear, well-documented recommendations to senior stakeholders and governance bodies
• Work location is Zürich.

What you bring

• Master-s degree or equivalent in Actuarial Science, Mathematics, Statistics, Econometrics, Finance or another quantitative discipline
• A recognized actuarial qualification, CFA or FRM qualification is beneficial, as is knowledge of programming languages
• At least 10 years of relevant experience in ALM, Investment Management, actuarial, Life insurance, insurance risk or capital management roles
• Strong understanding of financial markets, asset classes and investment strategies, including fixed income and derivative instruments
• Experience assessing asset allocation and hedging strategies in the context of liability profiles, risk appetite, capital and liquidity constraints
• Strong understanding of insurance liabilities and their behaviour under different economic conditions, particularly for Life insurance products
• Ability to translate liability exposures and quantitative analysis into practical investment and hedging recommendations
• Strong knowledge of insurance solvency and regulatory capital frameworks, such as SST or Solvency II
• Ability to understand and constructively challenge model methodologies, assumptions and limitations
• Strong analytical judgement and communication skills, with the ability to work independently and collaborate effectively with multiple stakeholders

You belong here.

Imagine working in one of the world-s most sustainable workplaces. At Quai Zurich Campus, you-ll enjoy an environment designed to help you thrive, with benefits that support your well-being and impact, and opportunities to perform at your best, surrounded by top talent and supportive colleagues. You-ll have access to healthy food options, fitness facilities, and bright, collaborative spaces that spark creativity. Located in the heart of Zurich on the shores of Lake Zurich, the campus offers excellent public transportation links, making your commute simple. Grow with us through access to learning resources, on-the-job development, and continuous empowerment and support. Be part of a team that is creating a brighter future together.

About Us

Zurich is a leading multi-line insurer, serving over 82 million customers in more than 200 countries and territories with more than 65,000 employees. For over 150 years, Zurich has been transforming insurance - offering not just protection, but also prevention services that promote well-being and climate resilience. Guided by our purpose to -create a brighter future together,- we aim to be one of the most responsible and impactful businesses in the world.

Why Zurich

• At Zurich, we like to think outside the box and challenge the status quo. We take an optimistic approach by focusing on the positives and constantly asking What can go right?
• We are an equal opportunity employer who knows that each employee is unique - that-s what makes our team so great!
• Join us as we constantly explore new ways to protect our customers and the planet.
• Location(s): CH - Zürich
• Remote working: No
• Schedule: Full Time