Insurance Risk: What is the role of the investment strategy implementation team?
Tom Rogers: Zurich has separated the investment management side of things from the insurance business. Our role is to take the liabilities being generated [by the insurance operations] and optimise the risk-adjusted returns, subject to the restrictions we have in place on the capital side and how much risk we can take.
We have a strategy development group that runs quant models and asset-liability management analysis
The week on Risk.net, December 9–15 2017Receive this by email