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ALM Assistant Manager - Manager

Hong Kong
Up to £0.00 per annum
Closing date
20 Sep 2023

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Job Details

Roles And Responsibilities

    Propose strategic asset allocation for both in-force and new products based on group guideline and performance analyses (including computing efficient frontiers of various SAA candidates) across multiple asset classes including fixed income, equities, derivatives and alternative investments. Understand the DFA (Dynamic Financial Analysis) model process, and perform model runs for collecting inputs for analysis. Assess the impact of various SAA candidates on solvency ratios and economic risk-adjusted returns. Consolidate the outputs and SAA recommendations to communicate the results with various key stakeholders such as investment, finance, actuarial and risk management teams.
    Lead the ALM process and monitoring based on Solvency II and Local Regulation (HK RBC) requirements: Perform analysis on impacts to available capital and solvency under market stress scenarios (e.g. parallel interest rate curve shift) and various ALM positions (e.g. asset lengthening against liability). Support analysis on ALM and solvency impacts for various investment solutions that involve the usage of derivatives. Support key ALM and investment monitoring process and support documents for the local investment committees and board meetings

Minimum Job Requirements

    University / College graduate in Actuarial Science, Mathematics and Statistics or related subject with at least 5 years' experience in life insurance industry. Fellowship in a recognized international actuarial professional body/close to fellowship Sound analytical, problem solving and communication skills. Ability to deal with and handle multiple priorities. Experience and knowledge in insurance product and actuarial work in ALM is an asset.
    Proficiency in actuarial software, e.g., Prophet is an advantage. Open for Senior Manager level


Gravitas Recruitment Group is a leading international recruitment consultancy, committed to delivering an unrivalled service in placing Actuarial and Tech professionals to our broad client base. We are the #1 Actuarial recruitment company in Asia and one of the fastest growing actuarial teams in the UK.

In an industry with exacting skill parameters, we source quality personnel for niche roles. We regularly host networking events which allow us not only to build unique relationships, but to ensure we are up to date with latest  developments and changes in industry. Our experienced consultants embody our core values of Respect, Integrity, Passion and Excellence. It is these values that enable us to provide an unrivalled service to the market.

Company info
020 3640 9800
3rd Floor
6 Bevis Marks

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