Actuarial Analyst, ALM

  • 36314
  • Life - Actuarial
  • |
  • Hong Kong
  • |
  • Nov 26, 2019
  • Performs ALM/SAA analysis to ensure an appropriate balance of assets and liabilities, in line with the applicable risk appetites and regulatory constraints.
  • Compute and monitor key ALM risk metrics.
  • Quantify the cost and benefits of derivative hedging strategies under different reporting basis.
  • Monitoring, Planning, Operations and Control.
  • Support the Senior Manager, ALM and Investment Monitoring on: the oversight and review of Investment Monitoring activities across Asia Markets.
  • Direct management and production of the day-to-day Investment Monitoring activities/tasks in the company.
  • Monitor and report the following key investment matters: asset allocation, investment performance, risk exposure, and investment plan delivery.
  • Be involved in the strategic planning exercise, in particular to work with the Actuarial team to perform the net investment income and unrealized gain/losses projection of the company.
  • Around 1-2 years’ actuarial experience.
  • Knowledge of HK's Life products and insurance regulations is a significant plus.
  • Basic understanding of capital, profit, value and liquidity measures.
  • Basic data and statistical analysis skills.