Asset Liability Management Director

  • 37729
  • Life - Actuarial
  • |
  • Hong Kong
  • |
  • Jul 13, 2020
  • Work closely with the ALM team to develop and review ALCO and various risk and investment reports.
  • Monitor asset mix/quality/duration against approved benchmarks and recommend remedial actions on violations.
  • Manage projects in the implementation of investment strategies and tactical decisions.
  • Recommend and implement hedging strategy to manage risk and optimize return.
  • Provide guidance to key local stakeholders on ALM and market risk related issues.
  • Effectively communicate with stakeholders at various levels within the business.
  • Support other ALM teams in the development and execution of investment strategies, various reporting requirements and other ad-hoc projects.
  • Represent Asia ALM to the business unit ALCO.
  • Has a strong sense of ownership and work ethic to see projects to completion.
  • Is undeterred by challenges/obstacles and will remain motivated and apply creative thinking to overcome them.
  • Has credibility and presence amongst peers and senior management through strong verbal, written and presentation skills.
  • Can communicate clearly and succinctly on technical and business matters.
  • Will encourage, support and develop more junior colleagues.
  • Be an ambassador for the team, proactively seeking opportunities to engage with colleagues across the company.
  • Able to work effectively in a team environment and across multiple disciplines and time zones.
  • Actuarial or Investment experience. CFA/PRM/FRM, or other relevant designation is a plus.
  • Minimum 5 years working experience in an investment environment or financial risk management.
  • Strong knowledge of fixed income investments, derivatives, ALM, and asset and liability modelling.