Job Description
Operational Responsibilities
Validate daily trading parameters and ensure the liabilities sensitivities are accurate. Make sure intraday risk monitoring system operates properly.
Oversee the liability generating system and all end-of-day processes, which are used as inputs to the intraday risk monitoring system and all subsequent liability reporting processes.
Maintain a strong understanding of data framework within the VA and IUL hedging databases and file servers, providing insight as needed.
Implement parametric updates on a scheduled or ad hoc basis as requested by Business Units.
Reporting Responsibilities
Execute the daily Performance Attribution reports for the dynamic hedging program, which decompose the hedging asset and liability profit and loss movements into discreet buckets.
Generate daily performance attribution report timely using Power...