VP - Head of Asset Liability Management

Job Description:

• 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.
• Ensure ALM policies and processes are documented and complied with the Group guidelines.Suggest improvements to ALM policies and processes.
• Participate in the Local Management Investment & ALM Committees;provide inputs and comments on the ALM-related recommendations.
• Provide support to the CIO in the implementation of investment decisions to in line with ALM standard & guidelines.
• Monitor and evaluate the investment performance of fund managers by asset class and by risk factors
• Regularly perform the study on the SAA to make it up-to-date.
• Provide support to the CIO in the implementation of investment decisions to in line with strategic asset allocations
• Handle on Portfolio Segregation management ,Product Development,RBC and Strategic planning.

Qualification

• Master degree in Actuary, Finance or related fields
• Degree holder from reputable university specialising in ALM, Financial Risk Management, or actuarial is preferred.
• 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.
• Technical competence in spreadsheet modeling and strong in quantitative skills and financial analysis.
• 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.