Asset Liability Management -SM- Director

Recruiter
Gravitas
Location
Hong Kong
Salary
£51000 - £80000 per annum
Posted
25 Apr 2022
Closes
25 May 2022
Ref
BBBH87258
Contact
HK Technology
Experience/Function
Nearly qual (11+ exams), Qualified
Contract Type
Permanent
Hours
Full Time

Our client is currently seeking a high calibre professional to join our team as a Senior Manager/ Director, Asset Liability Management.

Principal Responsibilities

  • Support group insurance ALM and local ALM teams in developing ALM model and strengthening ALM capability at Group and local entities
  • Oversee the quantitative assessment of Strategic Asset Allocation (SAA) and Tactical Hedging Strategy, taking into account asset & liability matching and risk & return optimization
  • Support and develop ALM optimization under IFRS17 framework
  • Contribute to and evaluate new product development and new investment initiatives from local statutory solvency, Return on Capital, Economic Capital and ALM point of view
  • Perform cash flow projection to better understand liquidity risk of different investment initiatives on the balance sheet
  • Support annual SAA review conducted by local entities
  • Regular production of ALM management information (MI) for senior management

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