Head Of Asset And Liability Management (Life Insurance Project)

Chế độ bảo hiểm, Du Lịch, Phụ cấp, Chế độ thưởng, Chăm sóc sức khỏe, Đào tạo, Tăng lương, Nghỉ phép năm

ALM governance

· Develop internal regulations for the management of ALM risks in the company

· Ensure people who need to be aware of ALM risks across the organization have a sufficient level of understanding of the applicable regulations

· Act as secretary for the Asset and Liability Committee

ALM modelling and reporting

· Contribute to the development and maintenance of the financial models required for ALM decision-making, particularly on the asset side:

o Volatility and expected returns by asset class

o Correlations within the asset portfolio

o Cashflow projections and scenario modelling

· Oversee the production of the various reports required for the understanding and management of ALM risks

Balance sheet management

· Ensure all relevant financial risks in the balance sheet are appropriately identified, assessed and managed, in line with regulatory requirements and the company’s risk appetite (interest rate risk, liquidity risk, funding risk, FX risk, inflation risk…)

· Oversee capital planning, allocation, and management, including capital adequacy assessment and stress testing

· Develop and implement ALM strategies to optimize capital efficiency and risk-adjusted returns:

o Make proposals on strategic asset allocation (SAA), based on the behavior and pricing assumptions of the relevant products in the company’s portfolio

o Make recommendations on the design of new products in order to enhance the overall efficiency of the company’s ALM

o Make recommendations on other optimization strategies: external reinsurance, option-based asset hedging, repo transactions to control duration gap, etc.

Leadership

· Provide guidance and training, where appropriate, to the company’s staff involved in the management of ALM processes

· Contribute to the development of a healthy risk management culture within the organisation

· Partner with the CEO and the CFO for the optimization of the company’s capital efficiency and risk-adjusted returns

· Collaborate with various internal stakeholders, such as investment teams, actuarial teams, and finance teams, to align ALM strategies and activities