Insurance
- Hong Kong
- Permanent
- Full-time
- Conduct comprehensive ex-ante and ex-post performance analyses to identify key drivers of returns.
- Develop attribution models to dissect impacts from asset allocation, security selection, and timing factors.
- Strategic & Tactical Asset Allocation (SAA & TAA)
- Design and refine SAA and TAA measurement frameworks to guide both long-term and tactical decisions.
- Evaluate and monitor asset allocation frameworks under different market scenarios, ensuring alignment with investment objectives and risk tolerances.
- Perform quantitative risk analysis to assess market, credit, liquidity, and other risk exposures.
- Develop ex-ante models for forecasting exposures and ex-post evaluations for historical analysis.
- Collaborate with risk teams to integrate insights into portfolio construction and rebalancing strategies.
- Significant experience in investment / asset management middle office functions, with a focus on insurance and general account assets.
- Proven track record in performance and attribution analysis.
- Strong expertise in SAA & TAA measurement frameworks.
- In-depth knowledge of risk management models and methodologies.
- Excellent analytical, problem-solving, and communication skills.
- Ability to collaborate with senior investment and risk professionals.