Economic Capital Actuary

  • 37390
  • Life - Actuarial
  • |
  • Hong Kong
  • |
  • May 14, 2020
Insurance
RESPONSIBILITIES
  • To lead the risk reporting to key personnel within Risk and to provide EC related analytical support to Chief Actuary, Finance, Investment and Group Insurance.
  • Monthly reporting of key EC metric to Risk team.
  • Provide analysis of movement of key EC metric within risk appetite statement.
  • Lead or support EC related projects include HKRBC and ad hoc requests from key stakeholders.
  • Support BAU activities when needed Embedding Economic Capital in day to day business decisions.
  • Development of reporting basis in accordance to the group and industry practice.
  • Deliver monthly EC risk reporting results and reports in a timely manner.
  • Ensure all data, assumptions and processes are appropriate, adequately documented and meet all applicable standards.
  • Lead or support key EC related projects.
  • Support BAU reporting when required including quarterly model UAT process.
QUALIFICATIONS
  • ​- University Degree in Actuarial Studies, Mathematics or related discipline.
  • FSA or equivalent and with several years of relevant experience in the actuarial department of a life insurance company including some experience in a supervisory capacity.