- Taikoo Shing, Hong Kong, Hong Kong
- On-site
- Full-time · Senior
- 12+ years
As the technical backbone in the Group ALM function, this role will develop and maintain all necessary models, tools and management reports to enable prompt, consistent and standardized ALM risk monitoring across the Group and enable well-informed ALM decisions.
Responsibilities
- Lead the modelling and reporting teams within the Group ALM function to deliver all necessary analytics to enable ALM SSAA decisions and risk management processes
- Define ALM metrics (e.g., key-rate duration gaps, hedge ratios etc.) and develop analytical tools for ALM risk measurement and monitoring against internal risk limits
- Define and roll-out Group-wide ALM-related reporting requirements (e.g., investment analysis, risk position analysis), guidelines and templates, with regular review to ensure ongoing appropriateness
- Review, consolidate and report ALM positioning reports to Group management on a regular basis
- Build model infrastructure and strengthen ALM-modelling capabilities across the Group
Requirements
- Degree in Actuarial
- Finance
- Economics
- Mathematics or related discipline
- Nice to have: FSA