Senior ALM Analyst/ Assistant ALM Manager

  • 34158
  • Life - Actuarial
  • |
  • Hong Kong
  • |
  • Sep 10, 2018
  • Support various ALM projects and prepares recommendations to senior management.
  • Analyze, negotiate and implement capital management initiatives designated to achieve Company’s strategic, risk and capital objectives.
  • Review strategic asset allocation to optimize risk-adjusted return of different funds.
  • Support Prophet modelling enhancement project for capital/ ALM modelling.
  • Quantitative impact studies on HKRBC and Bermuda Solvency Capital Requirement quantitative impact studies.
  • Own Risk and Solvency Assessment.
  • Support enhancement projects of internal economic capital framework and models.
  • At least 5 years of actuarial experience.
  • Qualified actuary.
  • ALM/ capital management experience, knowledge of HK regulation preferred.
  • Excellent communication skills to interact with both technical and non-technical audiences.
  • Knowledge on ALM and economic capital.
  • Prophet ALS modelling skilled preferred.