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Snr. Manager & Actuary: Asset Liability Mgmt & Economic Capital

Job Title: Snr. Manager & Actuary: Asset Liability Mgmt & Economic Capital
Contract Type: Permanent
Location: Hong Kong, Hong Kong
Industry:
Salary: Negotiable
Reference: 532701_1498638140
Contact Name: Sze Sze Yeung
Contact Email: syeung@argyllscott.com.hk
Job Published: June 28, 2017 09:22

Job Description

Responsibilities

  • Develop asset liability management capability Actuarial and Risk Analysis team.
  • Support investment and Asset and Liability Management decisions through assessment of strategies on Economic Capital metrics.
  • If needed, may need to support the quarterly production of Economic Capital valuation results, Economic Capital movement analysis and other supporting analysis and validation checks.
  • Lead or support Economic Capital related projects, including model User Acceptance Testing, Hong Kong Risk Based Capital impact study, et cetera.
  • Develop and enhance Economic Capital framework and methodology in conjunction with Group.

Requirements

  • Extensive knowledge of asset liability management practice and in particular good understanding of the investment instruments.
  • Extensive knowledge of industry good practice and regulations such as Solvency II around economic capital.
  • Strong technical knowledge of insurance modelling methodologies and techniques, including liability modelling, Economic Scenario Generators, capital modelling, projections.
  • Self-motivated and strong team player.
  • Extensive experience of working with senior management.
  • Ability to form effective relationships with key senior stakeholders
  • Actuarial qualification such as Fellow of the Society of Actuaries, Fellow of the Institute of Actuaries, Fellow of the Faculty of Actuaries or Fellow of the Institute of Actuaries of Australia or equivalent post graduate degree.
  • 10-12 years of experience in Life Insurance industry with at least 4-5 years within a senior position in ALM
  • Open to candidates from consulting firms

If you are interested in exploring this role further, please send your resume to Sze Sze Yeung at syeung@argyllscott.com.hk or call directly on +852 3695 5140 for a confidential discussion.

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