Job description
This position is part of the ALM team, within the Japan ALM unit, which is responsible for asset/liability management with a primary focus on Japan
The person filling this position should be intellectually curious
Flexibility in dealing rapidly changing priorities and have the desire and ability to work with colleagues in other units and overseas is a must
Product types include ordinary life and endowment, fixed annuities, variable annuities, interest sensitive whole life and endowment, and accident and health (A&H)
Products are in four currencies (JPY, USD, AUD, and EUR)
Functional Responsibilities
Lead and be responsible for the twice a quarter ALM and Economic Capital projections
Summarize, review, and analyze the results
Have the ability to communicate the results and analysis with Global Risk Management and the local Japan team
Lead the implementation of new products into the ALM model and add ALM functionality
Must be able to coordinate this work the local JGAAP modelers and the IT
Review actuarial assumptions and measure the impact of adopting the assumptions
Perform ad-hoc ALM analysis
This analysis will be used to influence management action and may be submitted to the Japan ALM working group
Run and review in-force asset projections. Will be required to integrate the in-force asset projections with the liabilities
Act as the main contact and liaise with IT
Assist in the Embedded Value project in any way required
Manage the EUC documentation
Supervisory Responsibilities
Manage and lead a team
Mentor junior actuaries
10 years of actuarial or investment experience
3 plus years ALM, Asset Adequacy, or Investment experience
FSA, career ASA, or CFA designations
Key Competencies, Qualifications And Skills, Preferred
Experience modeling insurance liabilities
Detailed understanding of fixed income securities
Understanding of more sophisticated instruments desirable
Excellent knowledge of the actuarial modeling system Prophet
Expertise in the Prophet’s ALS functionality a plus
Proficient in Excel and VBA
Experience with SQL and MS PowerShell scripting a plus
Excellent project management skills, organizational skills, and ability to meet assigned deadlines
Strong analytical skills necessary to analyze data and present findings in a coherent manner
Strong verbal and written communication skills
The ability to write clearly and concisely is necessary because of frequent interaction with colleagues overseas
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