Senior Analyst, Risk Solutions

  • Competitive Package
  • Hong Kong Hong Kong Hong Kong HK
  • CDI, Plein-temps
  • Conning Asia Pacific Limited
  • 10 juil. 18 2018-07-10

The primary role of the Risk Solutions Senior Analyst is to support asset-liability modelling projects and strategic asset allocation for insurance companies across the Asia Pacific region.

Essential Responsibilities

  • Perform efficient frontier, duration, and cash flow analysis in order to develop investment strategy recommendations based on the client’s financial objectives and risk tolerance.
  • Produce and validate quarterly calibrations of asset class models for the Asia Pacific market.
  • Create new financial models of asset classes in the Asia Pacific market.
  • Produce Risk Neutral and Real World stochastic scenarios in order to support ESG based project work such as Economic Capital Modelling.
  • Maintain and update customized client reports which communicate the analysis which has been performed and provides clients with a mechanism for investment decision making.

Requirements

  • Hold a bachelor’s degree in a numerate subject such as mathematics, actuarial science, financial engineering, economics, etc.
  • At least two years’ experience of working in a technical role within the finance industry, e.g. investment, investment consulting, actuarial etc.
  • Experience with programming languages such as MATLAB, R, Python, etc. preferred.
  • Demonstrate willingness to learn and expand one’s knowledge and skills.
  • Ability to work in a team environment.
  • Ability to produce high quality work within project deadlines.
  • Fluent in English. Korean or Japanese is a plus.

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