Asset Liability Manager

Brewer Morris; Greater London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A financial services firm in Greater London is seeking a professional to partner with Business Units, assess market risk exposures, and identify optimization opportunities across assets and financial risks. The role requires strong knowledge of capital markets, Solvency II, and IFRS. Responsibilities include developing ALM investment strategies and producing high-quality executive reports. Ideal candidates have prior experience in first line of defense roles and familiarity with Python or R for analytical purposes.

Qualifications

• Strong knowledge of capital markets, hedging and investments.
• Solid understanding of Solvency II and IFRS including Matching Adjustment.
• Previous experience in first line of defense roles.

Responsibilities

• Partner with Business Units to assess market risk exposures.
• Identify optimisation opportunities across assets and risks.
• Develop and embed ALM investment and risk management strategies.
• Link macroeconomic developments to ALM outcomes.

Skills

Knowledge of capital markets

Understanding of Solvency II and IFRS

Experience in 1LoD

Familiarity with Python or R

Job description

Responsibilities

• Partnering with Business Units to assess market risk exposures across Solvency II, IFRS and liquidity


• Identifying optimisation opportunities across assets and financial risks


• Developing and embedding ALM investment and risk management strategies


• Linking macroeconomic developments to effective ALM outcomes through scenario testing and rebalancing actions


• Producing high‑quality executive and Board MI to support senior decision‑making


• Supporting governance through the Group Asset and Liability Committee


• Working closely with the Group Risk function to ensure alignment and robust oversight

Required Skills

• Strong knowledge of capital markets, hedging and investments


• Solid understanding of Solvency II and IFRS (including Matching Adjustment and capital requirements)


• Previous roles held in 1LoD


• Experience using Python or R, although you will not be required to write any codes.