Assistant Manager, ALM

  • 38572
  • Life - Actuarial
  • |
  • Hong Kong
  • |
  • Nov 10, 2020
Insurance
RESPONSIBILITIES
  • Deliver the regular ALM report, including risk appetite at agreed time and quality.
  • Manage the team to develop and maintain Asset & Liability model/platform in line with business requirements.
  • Perform analyses on the strategy asset allocation of the insurance funds.
  • Perform analyses on market risks and strategic asset allocation for new products.
  • Perform analyses to evaluate investment initiatives.
  • Performs ad hoc projects as assigned by supervisor.
QUALIFICATIONS
  • Degree holder in Actuarial Science or equivalent.
  • Fellow of internationally recognized Actuarial organization, e.g. FIA, FFA, FSA, FIAA, FCIA.
  • 5 years’ work experience in the life insurance industry.
  • Experience of valuation and financial risk management for insurance companies.
  • Willing and able to acquire and implement new skills.
  • High level of proficiency in Microsoft Office, especially Excel. Knowledge of Prophet and stochastic model is an advantage.
  • Good communication and interpersonal skills.
  • Good command of English and Cantonese.