Assistant Actuarial Manager, Economic Capital

  • 34081
  • Life - Actuarial
  • |
  • Hong Kong
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  • Aug 21, 2019
  • |
  • Chinese - Cantonese
  • Prepare Economic Scenario Generation scenarios for stochastic simulation runs, proxy function and market risk calibration.
  • Perform bi-annual valuation on economic capital for 1-2 business units.
  • Collaborate with local business units to analyze experience data, perform insurance risk calibration.
  • Streamline the reporting process and support development of enhanced processes where appropriate.
  • Analyze results from, but not limited to, least-square-monte-carlo stochastic economic scenarios and asset & liability stochastic model.
  • Support in integration of economic capital into various tools and metrics, including pricing applications, capital forecasting tools, risk management reports, and risk-adjusted return metrics, etc.
  • Interface with local business units and other internal parties to facilitate understanding of our economic capital framework and to effectively take-away feedback.
  • Support other ad-hoc actuarial analyses.
  • Provide guidance and training to junior team members.
  • University graduate with FSA qualification or equivalent.
  • Minimum 4 to 7 years of relevant actuarial experience.
  • Ability to work independently and be pro-active in decision making.
  • Strong technical, good communication and interpersonal skills.
  • Experience on Economic Scenario Generation or LSMC is a plus.
  • Language: Cantonese and English.