MetLife

Job Title: Senior Risk Management Professional- Actuarial Modeling and Analysis

We are looking for a highly motivated Risk Management Professional to play a pivotal role in our team. As a Senior Risk Management Professional, you will play a crucial role in supporting our General Manager and Chief Risk Management Officer. You will  manage K-ICS generation process through using and modeling actuarial software, different kinds of sensitivity/stress tests and analysis. 

Your responsibilities will include but not limited to the followings; 

1. Lead liability model (Prophet) maintenance:

-    Take the lead in maintaining and overseeing the liability model using Prophet. 

-    Ensure the accuracy of input tables for quarterly closing including actuarial assumptions and new product data. 

-    Generate policy information input data in compliance with actuarial software formats, utilizing company databases and conducting static validation. 

-    Provide crucial support to the global actuarial modeling team during quarterly model updates, offering input data and conducting  model reviews.

2. Lead Asset Valuation:

-    Lead the maintenance and management of the Asset model utilizing Booster-FMS. 

-    Conduct thorough reviews of asset valuation results and impact analysis.

3. Support impact analysis from Economic/Regulatiory changes:

-    Ensure compliance with  regulatory requirements related to K-ICS. 

-    Execute impact analysis stemming from economic and regulatory modifications. 

-    Analyze the effects of model changes and assumption updates by keeping models current and  running them. 

-    Manage RAAS (Risk Assessment ＆ Application System) reporting. 

4. Support HO(Home Office)/RO(Regional Office) requests:

-    Provide dedicated support for Home Office and Regional Office requests. 

-    Contribute to  / Play a central role in the quarterly K-ICS projection process while ensuring accurate and up-to-date projections.

-    Participate in business planning activities. 

5. Support economic scenario generation

-    Lead the generation of economic scenarios for K-ICS/IFRS/VNB/EEV and pricing. 

6. Support risk management committees

-    Undertake the documentation and coordination of risk management committees.

-    Work closely with the committees to ensure comprehensive risk management and mitigation strategies.

Qualifications: 

-    Education: Bachelor’s degree or above Any major would be acceptable, with preference given to Finance Engineering.

-    Experience: At least 2 years of work experience  in risk management, actuarial, pricing or ALM.Experience or knowledge in actuarial modeling is preferred. 

-    Proficiency in Actuarial Softwarewith preference for Prophet or Booster-FMS would be required.  

-    Good communication skill including English communication is preferred. 

-    Excellent Reporting abilities using MS Office tools (Excel, PPT, Word, etc.) is highly required. 

If you possess a passion for risk management, a strong analytical mindset, and meet these qualifications, we encourage you to apply for this dynamic opportunity. Join us in contributing to the success of our risk management team’s endeavors.