We are seeking an experienced professional to join our team as part of the Asset Liability Management (ALM) function in Shanghai, China. This role demands a solid actuarial background and a deep understanding of ALM principles, with a focus on helping manage financial risk, optimise capital usage, and inform strategic decisions through data-driven analysis and modelling.
The successful candidate will play a key role in conducting liability modelling, performing scenario analysis, and helping develop and implement ALM strategies. You will work closely with finance, investment, and risk teams to assess balance sheet risks, integrating economic and regulatory capital perspectives with business performance objectives.
Responsibilities:
- Develop and maintain ALM models and frameworks that support risk management and capital optimisation.
- Monitor and analyse the company’s asset and liability profile to ensure balanced and sustainable financial strategies.
- Conduct stress testing and scenario analysis to assess interest rate and market risks, producing actionable insights for executive decision-making.
- Support the design and implementation of strategic asset allocations tailored to liability cashflows and risk appetites.
- Ensure compliance with local and international actuarial regulations and standards.
- Collaborate with actuarial and finance teams to incorporate ALM insights into pricing, product development, and business planning.
- Produce clear and concise reporting on ALM-related topics for senior management and governance committees.
Requirements:
- Qualified actuary (or nearly qualified) with a recognised actuarial body, with a strong focus on life insurance and ALM.
- At least 3 years of experience in actuarial modelling, ALM, or related financial risk management roles.
- Strong knowledge of economic capital concepts, risk appetite frameworks, and regulatory solvency regimes.
- Proficiency in actuarial modelling software (e.g., Prophet, MoSes), and data analysis tools such as Excel, VBA, Python or R.
- Excellent analytical, problem-solving, and communication skills.
- High attention to detail and a proactive approach to identifying financial and operational risks.
- Fluency in English; Mandarin language skills would be an advantage.
Location: Shanghai, China
Salary: £0 per year
