Assistant/Manager, Quantitative Risk Management

About the role

A regional Risk Management function supporting non-life operations across Asia-Pacific is looking for an experienced quantitative risk professional. The role leads and delivers capital and solvency analytics, strengthens enterprise risk management practices and provides risk insights to support strategy and governance.

Key responsibilities

• Lead and execute quantitative risk activities across the region, including standard capital modelling, solvency and financial risk monitoring, stress testing and ORSA for non-life entities.
• Strengthen capital resilience and the ERM framework by promoting best practice in stress testing, ORSA/ICAAP, capital management planning and governance.
• Improve capability in risk monitoring, natural catastrophe risk management, reinsurance adequacy assessments, solvency impact studies and management risk insights.
• Perform and/or review reinsurance pricing analyses, inward group treaty assessments and reinsurance optimisation to improve capital efficiency and risk transfer.
• Develop and enhance capital model and ERM dashboards with regional and local stakeholders, in line with Model Risk Management requirements.
• Build expertise in emerging risks, climate risk, capital modelling and risk analytics, and embed insights into business planning.
• Prepare risk reports, governance papers and presentation materials for risk committees, Board-level forums and senior management.
• Support governance reviews, risk assessments, policy updates and cross-functional projects, and maintain relationships with brokers and consultants through regional risk forums.

Required profile

• Bachelor's degree in Actuarial Science, Mathematics, Statistics or a related discipline.
• Qualified or nearly qualified member of a recognised actuarial association.
• At least 5 years' experience in general insurance or a closely related quantitative risk/actuarial role.
• Strong numerical, analytical and problem-solving ability, with independent learning and strong stakeholder management and communication skills.

Required skills

• Strong knowledge of capital modelling; experience with Remetrica is advantageous.
• Understanding of retention analysis and/or reinsurance pricing, including reinsurance contract wordings (advantageous).
• Knowledge of RBC requirements across ASEAN markets (advantageous).
• Proficiency in Excel is required; SAS, Python and/or R are advantageous.