工作內容
1. Assist in the production of Economical Capital reporting
(1) Help to develop, improve and maintain centralized Prophet Model for ECAP calculation
(2) Respond to various Regional Head Office queries and data requests
(3) Produce model, data and process documentation according to Group Head Office and ECAP standards
2. Assist in the production of local RBC reporting, e.g. Local/Group stress testing
3. Assist in the research of international solvency regime, e.g. ICS
4. Assist in the regular strategic asset allocation review
5. Cooperate with Risk Team to conduct risk identification exercise and other related risk assessment
條件要求
接受身份
工作經歷
5年以上
學歷要求
大學以上
科系要求
銀行保險相關、統計學相關、數理統計相關
語文條件
英文 -- 聽 /精通、說 /精通、讀 /精通、寫 /精通
擅長工具
工作技能
不拘
其他條件
- Bachelor degree or above, major in Finance, Mathematics or Statistics is a plus
- 5 year actuarial valuation experience is a plus
- 擅長工具: Prophet, MS Office
其他工作條件限制: Preliminary SOA exams passed, ASA/FSA is preferred.