Assistant Manager, Risk Management

  • 38524
  • Life - Actuarial
  • |
  • Singapore
  • |
  • Nov 5, 2020
  • Utilize Prophet ALS and Python as tools for assessment of Income’s projected capital solvency level based on stochastic stimulations.
  • Participate in the analysis and setting of risk appetite which focuses on assessing risks and its impact to company’s solvency level under RBC2.
  • Provide insights of company’s risk profile, identify key risks and assess impacts on capital.
  • Perform annual review of minimum regulatory capital growth rate.
  • Perform annual review of capital budgeting, recommend the optimal risk budget allocation for risk utilization monitoring in the Enterprise Risk Management dashboard.
  • Drive model/coding enhancements to be complied with regulatory requirement changes and to improve model efficiency.
  • Conduct product risk reviews and have a keen eye for details for financial risk the company may need to undertake.
  • Work closely with investment team to identify the emerging financial risk.
  • Provide expertise and support to the risk management team and other departments such as Actuarial and Finance in capital management related topics.
  • Degree in Actuarial Science or equivalent.
  • At least 3-5 years of relevant working experience in actuarial valuation, financial risk, or capital management areas within insurance industry.
  • Proficient in data analysis, statistical modelling and creative problem-solving.
  • Experienced in programming, such as MS Excel/ VBA, MS Access/SQL, R-Programmer & etc.
  • Candidate with experience in Prophet and Python will have advantage.
  • Good spreadsheet design, presentation slide preparation and report writing skills.
  • Eager to learn and adaptable to changing work requirements.
  • Team player and good communication skill.