Asset & Liability Manager (Market & Credit Risk)

2 weeks ago


Singapore CHINA TAIPING INSURANCE (SINGAPORE) PTE. LTD. Full time

Set up Company Risk Appetite and define market & credit limit framework to better monitor/control market/credit risk exposure against limits.


  • Perform stress testing on market & credit risk, set up stress scenario and carry out impact analysis on Capital & Liquidity position.
  • Identify key risks and develop hedging strategies with derivatives (such as future, forward, option and swaps)
  • Review the existing FX hedging program.
  • Negotiate with different counterparties on ISDA/CSA.
  • Provide and validate investment assumptions and work on the business plans and investment return forecast.
  • Any other jobs assigned by the Company / HOD.

Requirements:

  • At least 5 years of Asset & Liability Management or institutional risk management or trading experience from a multiasset asset owner or investment bank
  • Strong quantitative analytical skills
  • Advanced knowledge in derivatives
  • Knowledge of Singapore RBC2 would be an advantage.
  • Bilingual in English and Chinese (to be able to communicate effectively with English and Chinese speaking associates regarding assigned tasks)
  • Master's degree in Mathematics/Statistics/Financial Engineering/Actuarial from a reputable university preferred


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