ALM Valuation Leader for Financial & Regulatory Reporting

Sun Life; Hong Kong; Sur place; HKD 1 100 000 - 1 800 000; Plein temps

Avantages offerts par ce poste

5‑day work week

Attractive salary

MPF

Group life insurance

Group medical insurance

Résumé du poste

Sun Life Hong Kong is seeking a Senior Manager, ALM Valuation to lead defined ALM valuation, financial reporting and regulatory reporting workstreams. The role ensures asset modelling, investment earnings analysis and scenario generation are delivered accurately, on time and with controls.

The position provides technical review and coaching to team members, coordinates with Actuarial, Investments, Finance, Risk, Regional Office and Corporate ALM, escalating material issues and recommendations to

Qualifications

• Bachelor’s degree in actuarial science, finance, economics, mathematics, statistics or a related discipline is required.
• Actuarial, CFA, FRM or equivalent professional progress or qualification is preferred.
• 8–12 years of relevant insurance, actuarial, ALM, financial reporting, investment analytics or risk management experience, with demonstrated ability to lead complex workstreams and review technical analysis.

Responsabilités

• Lead assigned monthly, quarterly and annual ALM valuation and financial reporting workstreams, including investment earnings actuals, forecasts, business plan and strategic plan analysis; review results, investigate movements and ensure timely delivery under applicable reporting bases.
• Oversee asset modelling, yield projections and sensitivity analysis used for valuation, planning and management reporting; maintain effective controls, challenge data and assumptions, coordinate methodology changes and ensure outputs are fit for purpose.
• Lead Hong Kong Risk-Based Capital economic scenario generation and related asset, derivative and market-risk inputs; review calibration, production, validation and documentation, and coordinate resolution of technical or operational issues.
• Lead assumption update and analysis workstreams, including discount rates, investment return assumptions, asset projection assumptions and ALM actions; assess earnings, capital and risk implications and provide recommendations to the Director.
• Manage governance, control and compliance deliverables for assigned valuation processes; prepare or review materials for ALM Committees, risk, audit, regulatory, Regional Office and Corporate stakeholders, and coach team members supporting assigned workstreams.

Connaissances

ALM valuation

Asset modelling

Investment earnings analysis

Economic scenario testing

Governance

Regulatory reporting IFRS 17 HKRBC

Stakeholder management

Formation

Bachelor’s degree in actuarial science, finance, economics, mathematics, statistics or related field

Actuarial, CFA, FRM or equivalent qualification preferred

Description du poste

Sun Life Hong Kong is seeking a Senior Manager, ALM Valuation to lead defined ALM valuation, financial reporting and regulatory reporting workstreams. The role ensures asset modelling, investment earnings analysis and scenario generation are delivered accurately, on time and with controls.

The position provides technical review and coaching to team members, coordinates with Actuarial, Investments, Finance, Risk, Regional Office and Corporate ALM, escalating material issues and recommendations to