ALM

Support the Senior Manager / Manager, ALM and Investment Monitoring on

This includes,

• Performs ALM/SAA analysis to ensure an appropriate balance of assets and liabilities, in line with the applicable risk appetites and regulatory constraints.
• Compute and monitor key ALM risk metrics (duration gap, convexity gap, etc).
• Quantify the cost and benefits of derivative hedging strategies under different reporting basis (Solvency II / MCEV, HK Statutory, IFRS, etc).

Monitoring, Planning, Operations and Control

Support the Senior Manager, ALM and Investment Monitoring on

This includes,

· Monitor and report the following key investment matters of AXA HK: (1) asset allocation, (2) investment performance, (3) risk expsoure, and (4) investment plan delivery.

· Be involved in the strategic planning exercise for both AMO and AXA HK, in particular to work with the Actuarial team to perform the net investment income and unrealized gain/losses projection of AXA HK.

Experience/Qualifications:

• University graduate in Actuarial Science or related subject is preferred, preferably with some SOA technical papers passed.
• Around 1-2 years' actuarial experience. Fresh graduate will be welcomed and considered as Assistant Analyst
• Knowledge of HK's Life products and insurance regulations is a significant plus.
• Basic understanding of capital, profit, value and liquidity measures.
• Basic data and statistical analysis skills.