Simon Ho, FIAA

Experience

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  Rice Warner Actuaries

  Feb 2006 - Jul 2007

  Actuarial Analyst

  - Group insurance tender consulting - Provide actuarial advice to insurance & superannuation clients- Perform research and analysis on investment funds for asset consulting purposes- Assist in writing consultation reports, e.g. asset valuation review- Apply quantitative analysis in ad hoc problem solving projects

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  National Australia Bank - MLC

  Jul 2007 - Dec 2013

  - Advice internal stakeholders (e.g. Head of Finance) on the financial health and profitability of the insurance business- Prepare Analysis of Profit- Carry out Experience Investigation on mortality and lapse rate- Assist in the calculation of Policy Liability- Determine capital requirement under LAGIC- Provide input into setting actuarial assumptions- Develop relationships with internal stakeholders - Provide pricing advice for institutional investment tenders- Profitability analysis of institutional investment products- Assist in assumption setting and cost experience analysis- Assist in business planning in terms of pricing and profitability projections- Model development and maintenance

  • Consulting Actuary

    Jul 2011 - Dec 2013

  • Actuarial Pricing Analyst - Institutional Investments

    Jul 2007 - Jul 2011
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  Mizuho Corporate Bank

  Dec 2013 - Mar 2015

  Risk Manager (Quant)

  - Develop and maintain Quantitative Risk Models and analysis tools for Market Risk and Liquidity Risk- Validating/Building Valuation and Yield Curve Models- Prepare Liquidity Risk and Market Risk assessment report on FX and Interest Rate instruments conducted by the Trading Desk and ALM Desk.- Advise stakeholders including senior management on company’s risk profile

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  MLC Limited

  Feb 2015 - Jan 2020

  Senior Investment Analyst - Alternative Investments

  - Hedge Fund strategies research and manager research- Assist Portfolio Managers in Hedge Fund investment/disinvestment- Improve investment processes (e.g. automation, improve current models, research new processes/models)- Develop portfolio optimisation and asset allocation models & frameworks- Built standardised investment database (SQL), which is fully integrated into front office investment analytic tools.- Implemented trading portfolio analytics using Python- Implemented multiple testing adjustment in statistical significance Show less

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  Milliman Australia

  Jan 2020 - now

  Senior Portfolio Manager

  - Management and implementation of tail risk strategies- Market beta hedging - Option replication