Consultant- Economic capital enhancement- 12 Months $40-75k
HKD40000 - 75000 / month
Central and Western District
8 April 2019
Protiviti are looking for skilled candidates for the following role:
The client is an international company with an excellent reputation both here in Asia and also globally.
- Economic capital is the amount of risk capital held by a financial services company to enable it to survive any difficulties such as market or credit risks. The amount is determined internally by the company or by shareholders, often using a measure of portfolio risk such as Var, i.e., value at risk.
- Solvency II is an EU legislative programme implemented in all 28 Member States, including the UK, by 1 January 2016. It introduces a harmonised EU-wide insurance regulatory regime. The legislation replaced 14 EU insurance directives.
- Economic Scenario Generator (ESG) refers to a mathematical model (and its computer implementation) that simulates possible future paths of economic and financial market variables. It generates interest, equity, foreign exchange, and other scenarios for multiple economies, including Japan, under both risk-neutral and real-world scenarios.
- Prophet is a leading enterprise-wide actuarial modelling system that helps insurance and financial services companies meet reporting responsibilities, improve risk management and develop more profitable products faster.
To qualify as a business analyst for this role, you MUST have:
- University graduate preferably in Business, Finance, IT or other related disciplines
- Strong 6 years with Economic Capital background and / or Solvency 2
- experience with valuation and Prophet modelling
- Experienced in setting tables, risk models countries and departments
- Economic Scenario Generator (ESG) experience preferred
To apply online (Word attachment only), please click the 'Apply' button. Please note that only short-listed candidates will be contacted.
Protiviti is a global consulting firm that delivers deep expertise, objective insights, a tailored approach and unparalleled collaboration to help leaders confidently face the future. Through our network of more than 70 offices in over 20 countries, Protiviti and its independently owned Member Firms provide clients with consulting solutions in finance, technology, operations, data, analytics, business performance improvement, risk and internal audit. As a Protiviti consultant, you will not only work on interesting business issues with world-class companies, but you will also have access to training and networking opportunities to accelerate your expertise.
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