Actuarial Associate, Insurance Liability Modeling
OnsiteIndividual AnnuitiesIndividual Life ProtectionReserving & ValuationAsset-Liability ManagementRegulatory Reporting
Role Summary
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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
