Assistant Manager, Investment Strategy and ALM Risk Management
Core
Support the development, implementation, and monitoring of ALM investment strategies and market risk management for Sun Life Hong Kong's in-force portfolios.
Role type
Assistant Manager, ALM Investment Strategy and Risk
Builds
Investment strategies, risk management frameworks, and governance reports for insurance portfolios
Domain
Insurance / Asset Liability Management / Fixed Income / Derivatives
Required skills
Asset Liability Management (ALM), investment strategy, insurance balance sheets, market risk management, financial reporting, fixed income, credit, derivatives, foreign exchange, equity, liquidity, surplus investments, scenario analysis, hedging analysis, ALCO governance, IFRS 17, actuarial systems, Excel, data analysis
Preferred skills
Life insurance industry experience, portfolio management, hedge analysis, capital/earnings sensitivity analysis, ALCO governance, actuarial/investment/risk systems, stakeholder management
Technologies
Excel, actuarial systems, investment/risk management systems
Responsibilities
Review and monitor portfolio policies, parameters, benchmarks, and performance; perform ALM analysis including cash flow, duration, and key rate duration; conduct investment strategy analysis across asset classes; support hedging analysis and evaluate effectiveness; monitor investment performance and risk metrics; perform scenario analysis; support ALCO governance and prepare materials; reconcile information with stakeholders; translate analysis into business insights; identify and escalate material risks
Seniority
Mid-Senior, hands-on IC
