Senior Financial Risk Analyst (Insurance ALM Focus)

Full-time
Intermediate (3-6 years)

Posted 

Technical Skills

  • Analytics
  • Asset Liability Management
  • Compliance
  • Derivatives
  • Financial Reporting
  • Financial Risk
  • IFRS
  • Life Insurance
  • Risk Management
  • Stress testing
  • Technical Support

Job Description

Senior Financial Risk Analyst (Insurance ALM Focus)

Location: HONG KONG

Main purpose:

  • To support an effective 2nd line of defense on financial risk management
  • To ensure the effective implementation and compliance of AXA Group’s Risk Management Standard on financial risks, including policies and frameworks, and any international risk management requirements in order to manage financial risks that may threaten attainment of AXA Hong Kong‘s strategies and goals
Key accountabilities:
  1. Support Financial Risk Manager in performing technical assessment on:
  • Interest rate risks – duration gap and convexity gap
  • Investment & ALM, Strategic Assets Allocation
  • Economic assumptions in different basis, Solvency II Best Estimated Liability, IFRS & Local Statutory reserving etc.
  • Derivatives hedging
  • Liquidity stress analysis
  • Asset data quality assessment
  • Financial risks arising from new and existing insurance products
  • Provide technical support to Financial Risk Manager in developing specific financial risk mitigation strategies
  • Perform Risk Appetite quantification & financial risk limits monitoring
  • Support Financial Risk Manager in ensuring proper compliance to various Solvency II requirements such as:
    • Enforcement of internal model policies such as data quality, model governance, change & validation policy etc.
    • Support Own Risk and Solvency Assessment Report preparation
    • Ensure the “Use Test” requirements are followed such as ALM decisions are made with proper assessment on the impact to the full range of Risk Appetite metrics

    Qualifications

    • Degree in Actuarial Science or related discipline
    • At least 3 years of experience in life insurance product pricing, investment analytics or financial risk management
    • Strong Life Insurance Actuarial Knowledge required
    • Strong communication skills
    Employment TypeFull-time
    Career LevelIntermediate (3-6 years)
    Education LevelBachelor
    LanguageEnglish
    AXAInsurance and Reinsurance

    42/F., AXA Tower, Landmark East, 100 How Ming Street, Kwun Tong

    directions_walk8 mins walk from Kwun Tong Station