We are currently seeking an experienced professional to join our team.
In this role, you will:
Support SAA review annually, including CROSS C-GAAP Sensitivities scenario testing, and Group ALM metrics under different SAA scenarios.
Assess TAA ranges impact based on the proposal from investment team.
Support asset liability duration gap monitoring and production of regular ALM risk MI.
Support the development, management, and monitoring of ALM hedge positions.
Support the development of ALM model and projection tools e.g. responsibility for ALM model UAT, maintenance of the model and tools, documentation, etc.
Support to provide the investment input into new product development analysis.
Prepare the investment related part of CROSS and ALM regulatory report
Support Group ALM policy implementation.