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...