量化风险管理负责人Quantitative Risk Management Senior Manager

  • negotiable
  • Beijing, Beijing Shi, China
  • Permanent, Full time
  • Sino-US United MetLife Insurance Company Ltd
  • 29 Sep 16

This position will oversee solvency risk, ALM, market, credit and liquidity risks, also pricing and valuation risks, and carry out Economic Capital reporting and other reporting in closely cooperation with other departments

Main Responsibilities:

  1. Responsible for quarterly EC reporting as well as continuing improvement related to its methodology, policy and technique
  2. Coordinate or support statutory capital management (“C-ROSS”) from risk perspective
  3. Lead Risk function for its coordination roles in the company’s implement of C-ROSS concerning market risk, credit risk, liquidity risk and insurance risk
  4. Lead Risk function to support or coordinate ALM management of the company, as well as continuing improvement related to its methodology, policy and technique
  5. Lead Risk function to support or coordinate Liquidity risk management of the company, as well as continuing improvement related to its methodology, policy and technique
  6. Lead Risk function to support or coordinate Insurance risk management of the company, as well as continuing improvement related to its methodology, policy and technique
  7. Support the development and implementation of risk limits concerning market risks, credit risks, insurance risks, liquidity risks and ALM, in line with statutory and internal requirements, including relevant risk limit policies and processes
  8. Lead Risk function to provide pricing and valuation oversight
  9. Provide 2nd line independent view on 1st line function’s capital management processes for their compliance and risk control, pushing for timely remedy and mitigation actions taken against deficiencies found
  10. Other task assigned by line manager

Requirements:

  1. At least 8 years experiences in financial institutions, audit firms or consulting firms; actuarial or financial risk management background is must; Insurance business knowledge and practices preferred 
  2. Good knowledge base and training of actuarial science, insurance product pricing and valuation, financial market practices, risk quantification tools, and basic understanding of legal and regulatory environment as applied to the financial and insurance industry 
  3. good command of risk quantification tools and their application 
  4. Good risk quantification and analysis skills, good consultative skills, well organized, detail oriented, problem solving capability 
  5. Strong English & Chinese communication skills both in speaking and writing, as well as sound project management capabilities 
  6. Proactive, open-minded, dedicated to work