Assistant/Manager, Quantitative Risk Management

Location: Singapore
Industry: Insurance, Actuarial & Risk

Overview

We are seeking an experienced quantitative risk professional to join a regional Risk Management function, supporting non-life operations across Asia-Pacific. This role will lead and deliver capital and solvency analytics, strengthen enterprise risk management practices, and provide actionable risk insights to support strategic decision-making 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.
• Enhance capital resilience and the ERM framework by promoting best practice in stress testing, ORSA/ICAAP, capital management planning, and governance processes.
• Drive capability improvements in key 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 in collaboration with regional and local stakeholders, ensuring compliance 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 internal risk management initiatives, including governance reviews, risk assessments, policy updates and cross-functional projects.
• Maintain strong relationships with internal stakeholders and external partners (e.g., brokers and consultants) through regular engagement and regional risk forums.

Requirements

• 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 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).
• Excellent numerical, analytical and problem-solving capability; able to learn independently.
• Strong stakeholder management, interpersonal and communication skills, with confidence presenting to senior audiences.
• Strong programming skills; proficiency in Excel is required; SAS, Python and/or R are advantageous.