Head of ALM

Competitive Package
13 Sep 2018
13 Oct 2018
Tong Yu
Contract Type
This position holder will be responsible for leading the business's asset liability management processes and actively engaging the internal and external stakeholders in the development and implementation of the company’s asset allocation strategy for multi-asset portfolios.

Main Responsibility:

1)Performing annual strategic asset allocation (SAA) study for all funds, by balancing the key considerations such as long-term investment strategy, risk tolerance, business profiles, market cycles, etc.; and effectively communicating with the senior management and collaborating with the investment team in the implementation of the SAA.

2)Working closely with the investment team in the reviews of the tactical asset allocation (TAA) and investment benchmarks for various assets/portfolios, and providing inputs from the perspectives of risk-adjustment return, ALM as well as capital and solvency.

3)Managing the economic models for all asset classes, responsibilities including:
(i) working with the investment team and portfolio managers to derive in-house economic views for model      calibrations; 
(ii) publishing quarterly economic model report and ensuring proper documentations;
(iii) liaising with the model vendor in the model version controls, updates and validations.

4)Leading ALM initiatives, e.g. duration management, hedging, liability-driven investment, etc., and working with relevant departments for implementation.

  • A minimum of 8 years of highly relevant ALM or investment management experience;
  • Knowledge of the full gamut of asset classes, including familiarity with both traditional and alternative strategies, is strongly preferred;
  • Solid quantitative knowledge and being able to apply such techniques in analyzing multi-asset portfolios;
  • Experiences in managing or leading a team including ability to mentor and coach;
  • CFA designation or actuarial qualification is preferred;

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