We are seeking a seasoned analytics professional to join our MNC Insurance client and play a pivotal role in building out the Middle Office Analytics function. This is a high-impact position focused on delivering deep insights across performance & attribution, strategic and tactical asset allocation (SAA & TAA), and risk management-all within the context of insurance general account assets.
Key Responsibilities
Performance Analysis & Attribution
- Conduct comprehensive ex-ante and ex-post performance analysis to uncover return drivers.
- Build and maintain robust attribution models to break down performance into asset allocation, security selection, and timing components.
Strategic and Tactical Asset Allocation (SAA & TAA)
- Design and evolve a measurement framework for both SAA and TAA, supporting long-term and short-term investment decisions.
- Monitor allocation strategies under various market scenarios to ensure alignment with investment goals and risk appetite.
Risk Management
- Perform in-depth quantitative risk analysis across market, credit, and liquidity dimensions.
- Develop ex-ante risk models to forecast exposures and ex-post reviews to evaluate historical risks.
- Partner with risk teams to embed risk transparency into portfolio construction and re-balancing processes.
Requirements:
- Extensive experience in insurance, specifically with general account assets.
- Proven track record in performance & attribution analysis, SAA/TAA measurement, and portfolio risk management.
- Strong modelling and analytical skills with a deep understanding of investment processes and risk frameworks.
- Excellent communication and collaboration abilities, with a proactive mindset and attention to detail.
- Fluency in English and Chinese language is preferred
