Main Purpose of the Job: Assist the CIO in implementing ALM policies, optimizing the risk-adjusted return of the portfolios via SAA study, recommending new investment to match new product. Perform Investment performance calculation. Segregation portfolio by Par and Non Par & Shareholder fund.
Perform ALM studies and ensure ALM policies and processes are documented and complied with the Group guidelines.
Regularly perform the study on the SAA to make it up-to-date.
Lead on the analysis of the segregated funds (Par and Non-Par & SH)
Analyze, evaluate, and recommend a suitable ALM strategy to match with a new product.Assist in preparing annual strategic plans, projections. Work closely with the Finance area in providing portfolio-related information and long term assumption.
Cooperate with the Local Risk team to perform the RBC report for the OIC.
BA or MA in Actuary, Finance or related fields
At least 7 years of working experience in ALM / Financial-risk-related area with major financial institution.
Work in insurance business at least 5 years.
Deep understanding of an insurance company's liabilities. The Impact of interest rate to company's earnings & value. ALM experience is preferred.
Qualifications or studying towards completion of financial examinations (e.g. CFA, FRM, FSA) is preferred.
A mature individual with good communication skills and a team player
Knowledge of the Solvency, RBC, rules and regulations of the OIC are required.