Responsibilities

• Support development of strategic asset allocation framework.
• Get optimal risk-adjusted returns for the portfolios whilst achieving capital and solvency efficiency, consistent with HK RBC regulation and new accounting rules.
• Develop tools to calculate capital charge for various asset classes, especially for fixed income products, based on cash flow methodology consistent with IA guidance.
• Support the development of new insurance products.
• Support routine and ad-hoc macro research, supporting the research of various asset classes.
• Collaborate with internal investment teams and ALM on strategic initiatives and projects.
• Ad-hoc tasks assigned by the supervisor.

• Bachelor degree in Actuary, Economics, Finance, or related disciplines.
• Minimum 2 years' experience with exposures exposures in asset allocation/ALM/HKRBC consulting related areas. Candidates will more experience may be considered the post of Manager.
• Good knowledge of HKRBC and IFRS9/17.
• Strong analytical and quantitative skills, with experience using VBA & Python.
• Qualifications of financial examinations (e.g. CFA, FRM, CAIA) are preferred.
• Great sense of ownership and excellent communication skills.
• Proficient in written Chinese and English, spoken Mandarin and English.