Senior Actuarial Analyst, ALM

  • 36317
  • Life - Actuarial
  • |
  • Hong Kong
  • |
  • Nov 26, 2019
Insurance
RESPONSIBILITIES
  • Participate in the research of the ALM model, and cooperate with the investment department to study the optimal asset allocation of the company.
  • Conduct monthly cash flow forecast and cash flow stress testing, early warning company liquidity risk.
  • Responsible for calculating and monitoring the duration of liabilities, for the investment department to carry out asset allocation reference.
  • Responsible for U-link account maintenance support, providing monthly crediting interest rate advice for universal insurance.
  • Ad-hoc tasks assigned by the supervisor.
QUALIFICATIONS
  • Degree Holders in Actuarial / Statistics / Mathematics / Finance or equivalent; if not the relevant degree holder, with the industry experience can also being considered.
  • Pass the Actuarial related exam, e.g. P / FM / MLC / MFE / C etc. in SOA.
  • 3 years industry working experience, experience of maintaining support for U-link account, knowledge of Prophet is an advantage.
  • High level of proficiency in Microsoft Office, including Excel, VBA - Proficient in both spoken and written English and Chinese.
  • Strong analytical skill and good communication skills.