Posted By
Posted in
Banking & Finance
Job Code
1585083

5
3+ Reviews
Ensure Financial Risk Management Structure is working effectively:
- Drive Risk Culture and continue to upgrade the Risk Strategy
- Review and improve economic capital reports
- Manage production of ALM reports, and review/update ALM strategy
- Regular updates on risk and capital matters
- Lead and Support ALM Committee and Risk & Capital Committee (RCC) to ensure effective operation on the FRM side
- Promote best practices in risk management and embed Risk Policies:
- Lead Mismatch Risk management initiatives (e.g., derivative strategy)
- Monitor and manage scenarios that could result in a liquidity risk for the company
- Ensure products are sufficiently reviewed/challenged from pricing and risk perspective
- All "high risk" models are thoroughly reviewed with gaps closed within reasonable timeframe
- Significant risk events escalated timely.
Qualifications & Competencies:
- Minimum experience of 6 - 8 years
- Bachelor's/master's degree or above
- Qualified Actuary or close to qualification
- ALM-focused experience and knowledge of Market Consistent/Economic Capital concepts are a plus
- Familiar with best practices in insurance liability modelling
- Familiar with traditional actuarial practices and use of applied statistical
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Posted By
Posted in
Banking & Finance
Job Code
1585083