Position Overview
Capital Actuary Manager
Key Reponsibilities:
- Solvency/economic capital risk calculation and analysis
- Produce periodic economic capital review and movement analysis for efficiency improvement
- Execute stress scenarios with ORSA review for capital resilience under shocks
- Monitor economic capital triggers/limits, as well as other assessment related to capital requirements
- Maintain model/assumption governance: controls, documentation, change log, auditable outputs
- Review RoE and capital KPI indicators
Requirements:
- 10+ years in actuarial or risk management role
- Degree in Actuarial/Math/Statistic/Finance or related
- Experienced actuarial reporting with knowledge on IFRS17 and embedded value basis
- Experience in solvency calculation (economic model such as Eurpean or US is a plus), stress test, and financial projections (l...