ALM Director

  • 37834
  • Life - Actuarial
  • |
  • Hong Kong
  • |
  • Jul 28, 2020
  • Provide oversight of investment & ALM and financial risks for assigned business units.
  • Lead strategic initiatives and projects related to risk appetite and risk limits development, including regular and ad-hoc SAA/TAA reviews, topical projects e.g. LIBOR transition.
  • Assist in initiatives relating to risk management and/or investment issues, including: new policies or procedures; asset allocation initiatives; accounting or actuarial standards changes; capital or other regulatory requirements; desired process improvements or other drivers of change.
  • Develop models to advise setting of limits for internal risk tolerances and risk limits within the Risk Appetite Framework.
  • Develop and test valuation/financial models related to risk appetite, risk limits and other projects.
  • Monitoring and reporting appropriate market risk and liquidity risk measurement to ensure the organization operates within its risk appetite and investment strategy.
  • Assist with Group committee meetings / agenda / materials.
  • Assist to embed the investment, ALM and financial risk management into ERM process and conduct ORSA as appropriate.
  • Prior insurance business experience.
  • Understanding of IFRS, US regulatory, US Tax, and economic frameworks.
  • Knowledge of derivatives and quantitative modeling.
  • Graduate / Bachelor’s degree in a related field and FSA, CFA or other designation, plus 10+ years relevant experience.
  • Knowledge of MS Excel, VBA, Bloomberg AIM.
  • Knowledge of capital markets, including swaps, equity options, liquidity and credit risk measurement.