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Regional Head, Risk Analytics (Actuary) - Top Tier MNC Insurer

Job Title: Regional Head, Risk Analytics (Actuary) - Top Tier MNC Insurer
Contract Type: Permanent
Location: Hong Kong Island, Hong Kong
Industry:
Salary: HK$1000000 - HK$2000000 per annum + bonus
REF: JS93_1525408912
Contact Name: Jason Strachan
Contact Email: Jason.Strachan@ojassociates.com
Job Published: 2 months ago

Job Description

I'm currently looking for an experienced actuary to further develop and enhance the quantitative risk identification and measurement frameworks for all risk types within the group office.

In this role you will be leading a team of 5 quantitative specialists on delivering technical solutions across Asia, acting as a Center of Excellence.

I'm currently looking for an experienced actuary to further develop and enhance the quantitative risk identification and measurement frameworks for all risk types within the group office.

In this role you will be leading a team of 5 quantitative specialists on delivering technical solutions across Asia, acting as a Center of Excellence. Your core responsibilities will be to:

  • Develop and maintain the quantitative risk identification and measurement frameworks, across all risk types
  • Develop, maintain and enhance the methodologies, modelling frameworks and applications for core risk metrics: i.e. Economic Capital, Stress Capital, Liquidity Risk and Earnings at Risk
  • Provide technical expertise to the development of (new) risk metrics, including but not limited to, EC projection, HKRBC II requirements, etc
  • Generate Market/Credit/ESG scenarios for risk analytics including ALM, Investment Risk Analytics, and product pricing
  • Liaise closely with Group IT, Group Finance, Group Investment and LBUs to ensure a smooth and integrated production environment of risk metrics and reports
  • Assume ownership for the infrastructure of relevant risk systems and databases used for the Group's core risk metrics and measurements
  • Support Financial Risk/Board Risk Committee reporting

Requirements

The ideal candidate will be a an experience leader with an actuarial background and at least 10+ years of experience. You must possess excellent communication and leadership skills and the ability to explain technical results to non-technical audiences.