Role Summary
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Senior life actuarial role focused on GMxB variable annuity liability valuation and hedging in New York (hybrid). You will develop and test hedge models, lead annuity valuation and P&L attribution, and collaborate with finance, auditors, and regulators. Coding in Python, C/C++, or MATLAB is used to implement models and analytics.
JOB DESCRIPTION SUMMARY
- Lead GMxB annuity liability valuation and reporting for variable annuities
- Develop, test, and implement actuarial hedging models and strategies
- Monitor P&L attribution, hedge effectiveness, and performance measurement
- Collaborate with Finance, internal controls, auditors and regulators
- Hybrid role based in New York; coding in Python, C/C++, or MATLAB
DOMAIN EXPERTISE
- No domain expertise specified
KEY REQUIREMENTS
- Bachelor's degree in a quantitative field (Mathematics, Actuarial Science, etc.)
TECH STACK
- No tech stack specified
