Senior Actuarial Associate
Location: Hong Kong
Provide support in analysis for risk appetite assessment and monitoring of solvency capital position. Provide actuarial support in capital projects, such as enhancing the calculation methodologies and investigating more efficient use of capital.
- Provide assistance in the process of the company’s risk appetite assessments from both regulatory and economical capital perspectives, including but not limited to the checking of the model results.
- Support the monitoring of solvency capital position for the company on both regulatory and economic capital basis, including the reporting of asset / liability movements.
- Ongoing development of risk appetite assessment tool to better reflect the development in business.
- Assist in capital projects by providing analysis and impact study on business performance
- Engage with Financial Reporting team to optimise valuation interest rates for the calculation of local statutory reserve.
Qualifications and Experience
- University degree holder
- Associate or Fellow of Society of Actuaries, or other equivalent actuarial bodies
- Minimum of 3 years relevant working experience
- Strong problem solving skills and hands-on experience in financial reporting areas
- Familiar with Prophet and stochastic modelling, knowledge in ALS is a plus
- Good programming knowledge in Excel VBA
- A team player with good communication and interpersonal skills
- Good command of spoken and written English
- Associate, Society of Actuaries (ASA)
- Economic Capital
- Financial Reporting
- Interest Rates
- Microsoft Excel
- Visual Basic for Applications (VBA)