Share this Job

Assistant Actuarial Manager, Economic Capital

Date: Aug 8, 2019

Location: Hong Kong, HK

Company: AIA Careers

Job Summary

Prepare ESG / Market Risk Calibration for EC and other reporting bases.

Complete the bi-annual production of Economic Capital. Further provide assistance in completing various Economic-Capital-related projects



  • Prepare Economic Scenario Generation (ESG) scenarios for stochastic simulation runs, proxy function (i.e. LSMC function) and market risk calibration
  • Perform bi-annual valuation on economic capital for 1-2 business units
  • Collaborate with local business units to analyze experience data, perform insurance risk calibration
  • Streamline the reporting process and support development of enhanced processes where appropriate
  • Analyze results from, but not limited to, least-square-monte-carlo stochastic economic scenarios and asset & liability stochastic model
  • Support in integration of economic capital into various tools and metrics, including pricing applications, capital forecasting tools, risk management reports, and risk-adjusted return metrics, etc.
  • Interface with local business units and other internal parties to facilitate understanding of our economic capital framework and to effectively take-away feedback
  • Support other ad-hoc actuarial analyses
  •  Provide guidance and training to junior team members



  • University graduate with FSA qualification or equivalent
  • Minimum 4 to 7 years of relevant actuarial experience
  • Ability to work independently and be pro-active in decision making
  • Strong technical, good communication and interpersonal skills 
  • Experience on ESG or LSMC is a plus
  • Language – Cantonese and English

Job Segment: Risk Management, Manager, Accounting, Finance, Management