Role Summary
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Life actuarial role on an Actuarial Hedging team in New York focusing on GMxB annuity liability valuation, hedge model development, and P&L attribution. You will design, test and implement hedge strategies and collaborate with finance, internal controls, auditors and regulators. Hybrid role (2–3 days/week in office).
JOB DESCRIPTION SUMMARY
- Lead GMxB annuity liability valuation and reporting
- Develop, test and implement actuarial hedging models and strategies
- Monitor P&L attribution and hedge effectiveness
- Collaborate with finance, internal controls, auditors and regulators
- Hybrid: 2–3 days per week in New York office
DOMAIN EXPERTISE
- No domain expertise specified
KEY REQUIREMENTS
- Bachelor’s degree in a quantitative field required
- Experience with annuities/hedging preferred
- Coding experience in C/C++, Python, or MATLAB preferred
- Experience with liability valuation and hedge model development
- Eligible to work in the US (E-Verify participant) implied
TECH STACK
- No tech stack specified
