Role Summary

HIGHLIGHTS

Senior life actuarial modelling role focused on insurance liability models for valuation, pricing, hedging and ALM in New York. You will develop and validate liability models on the firm's risk platform, run GAAP/Stat/Economic/Bermuda stresses, and support institutional transaction onboarding and new product launches. Requires 5+ years of life and annuity modelling experience.

JOB DESCRIPTION SUMMARY

Develop insurance liability models for pricing, valuation, hedging and ALM
Run GAAP/Stat/Economic/Bermuda liability stresses and scenario testing
Support onboarding of institutional transactions and new product launches
Work on GA Risk’s liability modelling platform and communicate to stakeholders
New York-based, onsite 5 days per week; senior-level role with 5+ years’ experience

DOMAIN EXPERTISE

Life and annuity modelling experience
Insurance liability modelling for valuation, pricing and ALM
Modelling complicated insurance products

KEY REQUIREMENTS

Bachelor’s degree in a quantitative discipline required
5+ years’ experience in life and annuity or actuarial consulting environments
5+ years modelling complicated insurance products and insurance models
Must be eligible to work in the US without visa sponsorship

TECH STACK

No tech stack specified

Role Summary

HIGHLIGHTS

JOB DESCRIPTION SUMMARY

Develop insurance liability models for pricing, valuation, hedging and ALM
Run GAAP/Stat/Economic/Bermuda liability stresses and scenario testing
Support onboarding of institutional transactions and new product launches
Work on GA Risk’s liability modelling platform and communicate to stakeholders
New York-based, onsite 5 days per week; senior-level role with 5+ years’ experience