Head of Asset Liability Management
Main Purpose of the Job: Assist the CIO in implementing ALM policies, optimizing the risk-adjusted return of the portfolios via SAA study, recommending new investment to match new product. Perform Investment performance calculation. Segregation portfolio by Par and Non Par & Shareholder fund.
- Perform ALM studies and ensure ALM policies and processes are documented and complied with the Group guidelines.
- Regularly perform the study on the SAA to make it up-to-date.
- Lead on the analysis of the segregated funds (Par and Non-Par & SH)
- Analyze, evaluate, and recommend a suitable ALM strategy to match with a new product.Assist in preparing annual strategic plans, projections. Work closely with the Finance area in providing portfolio-related information and long term assumption.
- Cooperate with the Local Risk team to perform the RBC report for the OIC.
- BA or MA in Actuary, Finance or related fields
- At least 7 years of working experience in ALM / Financial-risk-related area with major financial institution.
- Work in insurance business at least 5 years.
- Deep understanding of an insurance company’s liabilities. The Impact of interest rate to company’s earnings & value. ALM experience is preferred.
- Qualifications or studying towards completion of financial examinations (e.g. CFA, FRM, FSA) is preferred.
- A mature individual with good communication skills and a team player
- Knowledge of the Solvency, RBC, rules and regulations of the OIC are required.
Would you like to wake up every day driven and inspired by our noble mission and to work together as one global team to empower people to live a better life? Here at AXA we strive to lead the transformation of our industry. We are looking for talented individuals who come from varied backgrounds, think differently and want to be part of this exciting transformation by challenging the status quo so we can push AXA - a leading global brand and one of the most innovative companies in our industry - onto even greater things.
In a fast-evolving world and with a presence in 64 countries, our 166,000 employees and exclusive distributors anticipate change to offer services and solutions tailored to the current and future needs of our 103 million customers.
Krungthai-AXA Life Insurance Public Company Limited, created from a solid co-investment partnership between Krungthai Bank PCL. and the AXA Group, global financial protection and asset-management specialists.
- A competitive salary
- Health Insurance cover OPD and IPD and dental plan
- Life and Accident Insurance
- Parent’s Health Benefit(IPD) for single staff
- Company provides group health insurance including his/her spouse and up to 3 children
- Provident Fund