Sr Director, Asset Liability Management

Lead a multi-disciplinary asset-liability management team to apply advanced quantitative, actuarial, financial, and technical expertise. Oversee the design, development, and maintenance of models, tools, and analytical frameworks to value investments, project asset and liability behavior, and evaluate financial performance and risks across economic and market environments. Translate insights into investment, hedging, and product design strategies that optimize financial outcomes and strengthen decision-making.

Responsibilities

• Define asset liability management (ALM) risk and performance metrics such as economic capital, effective duration gap, risk-adjusted return, and propose strategies for improving asset-liability performance.
• Lead stress testing and optimization; report to senior leadership and governance committees.
• Own interest-rate risk for the enterprise balance sheet; recommend asset and liability strategies to manage and hedge interest rate and other financial risks, review rating-agency treatment and capital requirements, and provide subject-matter expertise under relevant regulatory regimes.
• Collaborate with senior management to define ALM and modeling strategies that support growth, financial performance, and risk-management goals.
• Apply advanced actuarial, analytical, and quantitative skills, leveraging the latest technologies and artificial intelligence (AI) to develop investment, risk, and product strategies that enhance financial outcomes and achieve ALM goals.
• Work with various teams to devise and test investment allocations and target portfolio compositions for new initiatives and products.
• Incorporate and lead implementation of AI initiatives to improve efficiencies and sophistication of ALM analytics and financial performance.
• Oversee model performance monitoring and reporting; lead discussions with Model Risk Management, Internal Audit, regulators, and rating agencies.
• Manage liability crediting optimization efforts; provide ALM expertise for enterprise strategic initiatives and produce and present financial analyses and recommendations to executive leadership for key decision-making.
• Manage team performance through regular, timely feedback and the formal performance review process to ensure engagement, development, and delivery of exceptional results.

Requirements

• 8+ years of asset-liability management, financial engineering, investment management, actuarial, modeling, and/or other quantitative experience (10+ years preferred).
• Advanced degree in a quantitative field preferred.
• Outstanding quantitative and technical skills with the ability to interpret and draw accurate conclusions from financial, market, and economic data.
• Investment management and liability-driven asset allocation experience.
• Strong technical and coding skills including Excel, VBA, Python, PowerPoint, and artificial intelligence.
• Excellent problem-solving and analytical skills; detail-oriented, independent, and creative thinking; strong time management and organizational skills.
• FSA and/or CFA preferred.
• Annuity, pension, or other insurance product experience.
• Experience with stress testing, economic capital, and asset strategies.
• Experience with capital markets, various asset classes, and economic scenario generation.
• Experience with reinsurance.
• Experience with internal audit and other regulatory reviews.

Skills

• Data Analysis
• Detail-Oriented
• Financial Acumen
• Financial Modeling
• Financial Risk Management
• Influence
• Negotiation
• Problem Solving
• Programming
• Quantitative Analysis
• Risk Modeling
• Risk Reporting
• Strategic Thinking

Pay

Base Pay Range: $201,000/yr - $341,000/yr. Actual base salary may vary based on relevant experience, time in role, base salary of internal peers, prior performance, business sector, and geographic location. In addition to base salary, the competitive compensation package may include participation in an incentive program linked to performance.

Benefits

The organization offers a comprehensive Total Rewards package designed to support associates' well-being, including:

• A superior retirement program.
• Highly competitive health, wellness, and work-life offerings to support physical, emotional, and financial well-being.