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Role Summary
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Associate-level actuarial role on a hedging/ALM team focused on credit-spread and interest-rate risk for variable annuities and fixed income. You will perform key-rate sensitivity calculations, support risk-measurement framework enhancements, and produce recurring analyses in West Chester, PA. Role participates in the firm's Actuarial Student Program and supports SOA exam progress.
JOB DESCRIPTION SUMMARY
- Analyze credit-spread and interest-rate risk for variable annuities and fixed income
- Perform key-rate sensitivity calculations and support review processes
- Produce calculations, summaries, documentation and presentations for senior team members
- Participate in the Actuarial Student Program pursuing SOA exams
- Based in West Chester, PA (onsite expectations not specified)
DOMAIN EXPERTISE
- Interest-rate sensitivity analysis (key-rate sensitivities)
- Work with variable annuities and fixed income instruments
- Credit-spread risk measurement
KEY REQUIREMENTS
- Bachelor's degree in Mathematics, Actuarial Science, Finance or related field
- 1–3 years of finance, insurance, or actuarial experience
- Completion of 0–4 actuarial exams OR participation in actuarial internships
- Strong skills in Excel, databases, actuarial projection/valuation software or R/VBA/SQL
- Basic understanding of insurance products; familiarity with interest rates preferred
TECH STACK
- Excel
- PowerPoint