Manager - ALM and Liquidity Risk Management

2 weeks ago


Singapur, Singapore THE GREAT EASTERN LIFE ASSURANCE COMPANY LIMITED Full time

As part of the ALM and Liquidity Risk Management team, the person works alongside the team leader to formulate Group's and entities' risk management policies and strategies relating to Asset-Liability Management ("ALM"), Liquidity Risk Management and Solvency.The key responsibilities include, but are not limited to the following:• Formulate and review of the Group's and entities' Risk Appetite such as the Internal Target Capital Level and Risk Budgets that govern the Group's and entities' risk-taking activities.• Formulate and review the Group risk management policies and methodologies relating to ALM, Liquidity Risk Management and Solvency stress / sensitivity testing.• Perform independent risk monitoring and analyses relating to ALM such as overall fund-level duration gap and key rate duration analysis, and GE's liquidity position.• Perform solvency-related analysis to guide decision-making (e.g. Strategic Asset Allocation) and hedging strategies relating to financial risks using the Stochastic Asset-Liability Model and other FRM tools.• Monitor and report Group-wide financial risks to Group Asset-Liability Committee and Board Risk Management Committee through the Group Financial Risk Dashboard.• Conduct and coordinate assessments of the Group's and entities' enterprise risk profile for the Group's Own Risk and Solvency Assessment ("ORSA") including taking into



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