Asset Liability Management Role

  • Vacancy: Asset Liability Management Role

Job Responsibilities:

  • The role will mainly focus on Asset Liability Management (ALM) duties and to coordiate controllers, investment, business, and valuation teams to perform ALM activities. The role will also participate in valuation and solvency work to enhance the understanding on liability side.

    ALM duties:
    1. Maintain the ALM framework, governance structure, and policy of the company
    2. Assist formulating the Strategic Asset Allocation and Business Plan with analysis on financial and solvency results
    3. Responsible for ALM status monitoring, and prepare the reporting materials to ALCO
    4. Coordinate controllers, investment, business, and valuation teams to execute ALM decisions

    Valuation work:
    1. Model control and results review
    2. Form opinions from valuation and solvency results
    3. Research different financial basis between markets to look for business opportunities

Job Requirement:

  • 1. Actively participate in actuarial exams, ASA or above
  • 2. Around 4 to 5-year experience of Life Insurance fields (insurance or reinsurance), and valuation, pricing, ALM, or FRM experience is preferred
  • 3. Preferred experience of Prophet modeling, HK GAAP/RBC, or Singapore GAAP/RBC
  • 4. Decent communication skills in both Chinese and English, with preference on Fluent Mandarin speakers