Investment Risk Director (Regional)

Employer
Bluemont Consulting
Location
Hong Kong
Salary
Competitive
Posted
Mar 21, 2019
Closes
Mar 22, 2019
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors

Job Description

  • Provide oversight of investment & ALM and financial risks for assigned business units;
  • Contribute towards strategic initiatives and projects related to risk appetite and risk limits development, including regular and ad-hoc SAA/TAA reviews;
  • As part of continuous improvement in the company's risk management capabilities, assist in initiatives relating to risk management and/or investment issues, including: new policies or procedures; asset allocation initiatives; accounting or actuarial standards changes; capital or other regulatory requirements; desired process improvements or other drivers of change.
  • Advise on setting limits for internal risk tolerances and risk limits within the Risk Appetite Framework.
  • Develop and test valuation/financial models related to risk appetite, risk limits and other projects
  • Monitoring and reporting appropriate market risk and liquidity risk measurement to ensure the organization operates within its risk appetite and investment strategy.
  • Assist with Group committee meetings/agenda.
  • Assist to embed the investment, ALM and financial risk management into ERM process and conduct ORSA as appropriate

Requirements

  • ┬áPrior insurance business experience.
  • Understanding of IFRS, US regulatory, US Tax, and economic frameworks.
  • Knowledge of derivatives and quantitative modeling
  • Graduate / Bachelor's degree in a related field and FSA, CFA or other designation, plus 8+ years relevant experience.
  • Knowledge of MS Excel (advance level required), VBA, Bloomberg
  • Knowledge of capital markets, including swaps, equity options, liquidity and credit risk measurement

Similar jobs

Similar jobs