Manager Risk Analytics

  • 35006
  • Life - Actuarial
  • |
  • Hong Kong
  • |
  • Apr 1, 2019
  • Support development, maintenance and documentation of risk / economic capital modeling methodologies in relation to market risk, insurance risk, operational risk, risk aggregation.
  • Support stress testing of local regulatory capital, including model update and maintenance, parameter calibration, consolidation, result analysis and explanation.
  • Perform risk analysis to generate actionable insights on the risk profile of the company.
  • Validate models, and develop quantitative tools and analysis to justify modeling choices or highlight modeling limitations.
  • Support the development and maintenance of the model governance framework and policies.
  • Support development of tools and metrics to promote risk identification and risk adjusted profitability quantification across all risk types.
  • Support development of risk disclosures.
  • Support the preparation of risk reports and analysis provided to management.
  • Promote the understanding of risk metrics within the company.
  • Support other teams in Group Risk Management on projects involving risk modeling.
  • Work with external consultants on special project.
  • Undergraduate or post-graduate degree in actuarial science, statistics or mathematical finance discipline with 5-10 years’ experience.
  • Associate or fellowship of FSA/FIA preferred.
  • Advanced knowledge in stochastic calculus, risk modeling and financial engineering.
  • Strong computer programming skills.
  • Knowledge of Excel, Prophet, Python, C++, R, FinCad or other modeling/statistical software is highly preferred.