Senior ALM & Investments Reporting Lead (Group)

FWD Insurance; Hong Kong; On-site; HKD 1,200,000 - 2,100,000; Full time

Job summary

FWD Group in Hong Kong is seeking an experienced ALM Analytics Lead to define group-wide ALM metrics and reporting requirements. You will develop, maintain and consolidate management reports on ALM positions and risk monitoring across the Group to enable informed decision-making.

You will automate ALM processes, produce insightful commentary, ensure data quality and collaborate with actuarial, investment, finance and risk teams to validate data for governance forums.

Qualifications

• 10+ years of experience in ALM, actuarial, investment, or financial risk management within insurance, preferably with experience in financial or management reporting.

Responsibilities

• Define and roll out Group-wide ALM-related reporting requirements, with regular review to ensure ongoing appropriateness.
• Produce and monitor ALM risk metrics (e.g. duration gaps, key-rate duration, hedge ratios, etc.) across business units, and consolidate for Group management reporting.
• Develop reporting templates for business unit report and Group consolidation, and establish reporting processes and timeline.
• Automate ALM-related processes and accelerate reporting timeline to enable early indications on key risk positions and emerging trends to senior management.
• Perform sensitivity and stress testing on key ALM metrics as required.
• Provide clear analysis and commentary on changes in ALM positions.
• Ensure consistency of ALM metric definitions and reporting across BUs.
• Ensure data quality, reconciliation, and controls in all reporting outputs.
• Collaborate with other Group and BU functions (e.g. actuarial, investment, finance and risk teams) to validate data and reasonableness of results.
• Prepare materials for GALMCO, GRC and other governance forums

Skills

ALM concepts

Risk analytics

Data governance

Stakeholder comms

Analytical skills

Education

Degree in Actuarial, Finance, Economics, Mathematics or related discipline

Job description

FWD Group in Hong Kong is seeking an experienced ALM Analytics Lead to define group-wide ALM metrics and reporting requirements. You will develop, maintain and consolidate management reports on ALM positions and risk monitoring across the Group to enable informed decision-making.

You will automate ALM processes, produce insightful commentary, ensure data quality and collaborate with actuarial, investment, finance and risk teams to validate data for governance forums.