Director, Group ALM Director, Group ALM …

FWD
à Hong Kong, Hong Kong, Hong Kong
CDI, Plein-temps
Dernière candidature, 06 août 20
Competitive
FWD
à Hong Kong, Hong Kong, Hong Kong
CDI, Plein-temps
Dernière candidature, 06 août 20
Competitive
Director, Group ALM
FWD Group spans Hong Kong & Macau, Thailand, Indonesia, the Philippines, Singapore, Malaysia, Vietnam, and Japan, offering life and medical insurance, general insurance and employee benefits across a number of its markets.

FWD is focused on creating fresh customer experiences, with easy-to-understand products, supported by digital technology. Through this customer-led approach, FWD aims to become a leading pan-Asian insurer that changes the way people feel about insurance.

Established in Asia in 2013, FWD is the insurance business of investment group, Pacific Century Group. For more information please visit WWW.FWD.COM
The role will support the Reporting Manager in identification, measurement and monitoring of the financial risks of the company. This person will play a key role in quantifying our risk appetite and limits for investment risks and thus in shaping how risk is viewed and defined for senior management. KEY ACCOUNTABILITIES
  • Provide oversight of investment & ALM and financial risks for assigned business units;
  • Lead strategic initiatives and projects related to risk appetite and risk limits development, including regular and ad-hoc SAA/TAA reviews, topical projects e.g. LIBOR transition;
  • As part of continuous improvement in the company's risk management capabilities, assist in initiatives relating to risk management and/or investment issues, including: new policies or procedures; asset allocation initiatives; accounting or actuarial standards changes; capital or other regulatory requirements; desired process improvements or other drivers of change.
  • Develop models to advise setting of limits for internal risk tolerances and risk limits within the Risk Appetite Framework.
  • Develop and test valuation/financial models related to risk appetite, risk limits and other projects
  • Monitoring and reporting appropriate market risk and liquidity risk measurement to ensure the organization operates within its risk appetite and investment strategy.
  • Assist with Group committee meetings / agenda / materials.
  • Assist to embed the investment, ALM and financial risk management into ERM process and conduct ORSA as appropriate

QUALIFICATIONS / EXPERIENCE
  • Prior insurance business experience.
  • Understanding of IFRS, US regulatory, US Tax, and economic frameworks.
  • Knowledge of derivatives and quantitative modeling
  • Graduate / Bachelor's degree in a related field and FSA, CFA or other designation, plus 10+ years relevant experience.
  • Knowledge of MS Excel (advance level required), VBA, Bloomberg AIM.
  • Knowledge of capital markets, including swaps, equity options, liquidity and credit risk measurement
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