Sr. Manager, Risk Management

对你来说，什么是更好的职业旅程？

友邦相信，每一个人在这里都能找到更好的自己。从工作日常到职业发展，再到您的生活以及所有由此带来的一切变化。这也是为什么我们认为高光的职业生涯是一段“发现更好-追求更好-变得更好”的旅程。

因此我们秉持着「更好才正好」的信念，坚信它将引领我们跨越已经到达的高峰，从而获得更持久的影响力和价值。这样我们就能一起支持更多的人 - 包括我们自己，过上更健康、更长久和更好的生活。

如果您也恰和我们一样，为了这一切而坚定坚持，那么这一切就正好。

今天，希望通过这样一个全新的职业角色，为您开启一段「更好」的职业旅程：

Own Credit Risk and Investment Risk management with dedicated ownership of (i) Non-Standard Debt Investment Plan risk management under NFRA's heightened expectations and (ii) Bond Futures & Derivatives risk management framework as the Designated Derivatives Risk Control Person for the IAMAC capability application and ongoing 2nd-line oversight.

Roles and Responsibilities:

1. Credit Risk

Partner with Credit Evaluation Department to set credit framework and access criteria; assess investee entities and counterparties.

Monitor single-issuer, industry, rating and region concentration vs. regulatory and internal limits; trigger early warnings.

Maintain counterparty credit list — banks, repo counterparties, product managers, and derivatives counterparties (with CSA/credit support).

2. Non-Standard Debt Investment Plan Risk Management (Enhanced)

Pre-issuance independent risk assessment: project feasibility, cash-flow adequacy, collateral valuation, credit enhancement sufficiency, borrower financial strength, industry & regional risk.

Ongoing risk monitoring: borrower financial tracking, collateral revaluation, covenant compliance, early-warning trigger review; escalation of deteriorating credits.

Default & restructuring risk management: recovery estimation, collateral enforcement assessment, restructuring scenario analysis, loss provisioning recommendation.

Non-standard specific stress testing — borrower default cascade, collateral haircut, industry downturn, interest-rate shock; integrate into enterprise stress testing.

Risk assessment of external non-standard products purchased as investor — independent manager, structure, look-through, and concentration risk review.

3. Investment Risk

Provide independent risk opinion at Investment Committee on material proposals; participate in new product/strategy risk assessment.

Operate 5-tier asset risk classification; coordinate impairment review with Finance.

Design and execute semi-annual comprehensive stress testing and ad-hoc scenario analysis.

4. ERM

Provide second-line risk oversight and backup coverage for non-investment risks, including operational risk, technology and data risk, third-party risk, business continuity, model risk and emerging risks; support incident assessment, remediation tracking, scenario exercises and regulatory or Group risk reporting where required.

Minimum Job Requirements:

Bachelor's or above in Finance/Mathematics/Statistics/Economics; Master's preferred.

8-10 years buy-side risk management, ≥3 years hands-on credit risk or non-standard DIP risk at insurance asset manager, trust company or bank wealth management subsidiary.

≥3 years derivatives risk management experience (bond futures, interest rate swaps, FX forwards) — required for IAMAC Designated Person filing.

Mandatory CFFEX/SAC derivatives qualification at hire; eligible to be named in IAMAC application.

Proficient in risk modelling — VaR, Monte Carlo, Greeks, stress testing, PFE calculation.

Hands-on with risk systems (Hengsheng/Wind/Bloomberg PORT); Murex/Calypso a strong plus.

Strong familiarity with Insurance Funds Utilisation Measures, Debt Investment Plan Implementation Rules, Measures on Insurance Funds Participating in Financial Derivatives, Provisions on Insurance Funds Participating in Treasury Bond Futures, and IAMAC self-regulatory rules.

Bilingual; strong quantitative and regulatory drafting.

加入友邦，共创健康长久好生活

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