Informacje ogólne
Opis
1.Contribute to regularly ALM risk monitoring, gap analysis, duration analysis to help senior management understand the situation of asset and liability matching.
2.Contribute to Budget/Product ALM development for strategic asset allocation and expected yield estimation
3.Contribute to on-going report / projects, such as ALM study, IFRS17, Solvency II, ICS, Local Stress Test and Local ORSA.
4.Contribute to the financial impact of FX hedging strategy and derivatives counter valuation.
5.Contribute to Financial Performance and Risk Monitoring on GF portfolio/GF insurance activities.
6.Propose declared rates for participating products, interest-sensitive products and unit linked annuity products.
7.Ensure the ALM work compliant with local regulation and internal procedure.
1.At least 5 years of financial industry
2.Financial markets, actuarial, or quantitative finance expertise
3.Strong analytical and communication skills.
4.Flexible and quick learner. Can work independently
5.Good team player and can take challenging tasks with strong sense of responsibility.
6.SOA LTAM Exam preferred, if no actuarial related experience