Job Description

DEPARTMENT

Actuarial – ERM

WORK LOCATION

Goregaon (East), Mumbai. Corporate office

KEY RESPONSIBILITIES

Asset Liability Management

  • Preparation of the Asset Liability Management Committee deck to be presented to the management
  • Calculating and monitoring the derivative position of the company to ensure sufficient hedging.
  • Calculation and monitoring of duration & cashflow gaps along with explanation of key changes
  • Evaluation of guarantees embedded in the products.
  • Testing the resilience of the Balance Sheet against market related stresses
  • Assessment of the Strategic Asset Allocation for each fund

Economic Capital:

  • Calculating the Economic Capital requirement of the company as well as explanation of how the capital requirement is changing each quarter.
  • Calibration o...

Apply for this Position

Ready to join Kotak Life? Click the button below to submit your application.

Submit Application