Actuarial Associate Manager (Phó Trưởng Nhóm Định Phí Bảo Hiểm)
Core
Support Vietnam's Risk-Based Capital (V-RBC) framework, conduct asset-liability duration gap analysis, and produce Group Internal Economic Capital (GIECA) reporting.
Role type
Actuarial Associate Manager (Risk & Capital Management)
Builds
V-RBC implementation deliverables, ALCO meeting materials, GIECA balance sheet and economic capital reports
Domain
Insurance (Vietnam) / Actuarial Science / Financial Risk
Required skills
Actuarial modeling, Financial solvency analysis, Data validation, Strategic asset allocation review, Economic capital calculation, Regulatory reporting
Preferred skills
Actuarial cashflow modeling, Product pricing, Stress testing, Actuarial software (Prophet, DCS, SQL, Python, VBA)
Technologies
Excel, MS Word, Access, SQL, Python, VBA, Prophet, DCS
Responsibilities
Review external consultant methodologies for V-RBC, Coordinate data collection for Quantitative Impact Studies, Conduct quarterly asset-liability duration gap analysis, Prepare ALCO meeting minutes, Produce GIECA Balance Sheet and Profit & Loss reports
Seniority
Mid-Senior, hands-on IC