Asset Liability Management Analyst

Zurich Insurance Company Ltd

Barcelona, Spain
On-site
Alm risk reports
Investment book preparation
Market, credit, counterparty, liquidity, sustainability risk management
Zurich Insurance Company Ltd is seeking an Asset Liability Management Analyst to join their ServiZurich team in Barcelona. The ideal candidate will have over five years of relevant experience in asset liability management or risk management, a master’s degree in a related field, and a strong understanding of financial risk characteristics and regulatory frameworks

Job Summary

  • As an Asset Liability Management Analyst you will have the opportunity to analyze and present ALM risk reports, including the preparation of the Investment Book of the Spanish life companies.
  • You will be responsible for Market, Credit, Counterparty, Liquidity and Sustainability Risk Management within the Investment Management area.
  • The company offers a competitive salary, yearly bonus, flexible working model, home office setup allowance, and a wide range of training opportunities.

Matching Summary

Match Score: 85

Zurich Insurance Company Ltd is seeking an Asset Liability Management Analyst to join their ServiZurich team in Barcelona. The ideal candidate will have over five years of relevant experience in asset liability management or risk management, a master’s degree in a related field, and a strong understanding of financial risk characteristics and regulatory frameworks.

Skills & Requirements

Must-have

  • ALM risk reports
  • Investment Book preparation
  • Market, Credit, Counterparty, Liquidity, Sustainability Risk Management
  • Solvency II capital requirements
  • Matching Adjustment spread calculation

Nice-to-have

  • Collaborative and innovative environment
  • Tech-driven mindset
  • Continuous learning and growth
  • Thinking outside the box

Key Requirements

  • 5+ years of relevant experience
  • Master’s degree in finance, Econometrics, Actuarial Sciences, Mathematics or Statistics
  • CFA or FRM certification preferably
  • Understanding of financial assets and risk characteristics
  • Understanding of accounting principles for financial assets and derivatives
  • Knowledge of solvency/regulatory capital frameworks
  • Previous experience with Riskco application is a plus
  • Knowledge of programming and database management is preferred

Work Rights

Not specified

Tailored Resume

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