We are looking for an exceptional individual who can perform the role of Head of Corporate Actuarial, willing to work in Thailand
1. Asset Modeling: ALM report and ORSA/RBC related Develop and maintain ALM model (Prophet - ALS) to support business requirements
- Reporting, financial budgeting, OIC stress test, ERM/ORSA reports, and ALM report etc.
- Manage model control process by document the model’s methodology, assumptions, processes and change log.
- Co-ordinate within Actuarial and Investment teams for investment strategy, interaction with asset and liability and implement properly into Asset model.
2. Liability Modeling:
- Build/develop/review Actuarial model including Liability model for IFRS17 library to ensure accuracy of results, efficiency of the model, and completeness of documentation.
- IFRS17 Project Implementation: support on developing of IFRS17 implementation in Prophet
3. Valuation: Follow up the progress and review reports under responsible section to the line manager to ensure scheduled timelines are met