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Role Summary

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HIGHLIGHTS

Life-focused actuarial analyst role on the Actuarial Hedging team in New York. You will lead GMxB annuity liability valuation and reporting, support design and testing of hedge models and strategies, and collaborate with finance, internal controls, auditors and regulators. Hybrid role based in New York, reporting into the actuarial hedging function.

JOB DESCRIPTION SUMMARY

  • Lead GMxB variable annuity liability valuation and reporting
  • Support design, development, and testing of hedge 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 (NY)

DOMAIN EXPERTISE

  • GMxB annuity liability valuation
  • Hedging for variable annuities
  • P&L attribution and hedge effectiveness monitoring
  • Programming in C/C++, Python or MATLAB

KEY REQUIREMENTS

  • Bachelor's degree in a quantitative field required

TECH STACK

  • No tech stack specified
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CompaniesBlog
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Role Summary

Loading...

HIGHLIGHTS

Life-focused actuarial analyst role on the Actuarial Hedging team in New York. You will lead GMxB annuity liability valuation and reporting, support design and testing of hedge models and strategies, and collaborate with finance, internal controls, auditors and regulators. Hybrid role based in New York, reporting into the actuarial hedging function.

JOB DESCRIPTION SUMMARY

  • Lead GMxB variable annuity liability valuation and reporting
  • Support design, development, and testing of hedge 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 (NY)

DOMAIN EXPERTISE

  • GMxB annuity liability valuation
  • Hedging for variable annuities
  • P&L attribution and hedge effectiveness monitoring
  • Programming in C/C++, Python or MATLAB

KEY REQUIREMENTS

  • Bachelor's degree in a quantitative field required

TECH STACK

  • No tech stack specified

Job Overview

Salary
$100k - $140k
Work Type
Permanent
Full Time

Ideal Candidate Profile

Quantitative analyst with a life/annuities background, ideally familiar with variable annuity hedging and GMxB valuation, comfortable coding in Python or C++ and building stochastic ALM/valuation models.

Benefits

Health InsuranceDental InsuranceVision Insurance401(k) PlanPaid Time OffAnnual BonusSpot BonusesHybrid WorkInternal Mobility Program
Fresh Role
Premium Window
1d
1 days ago

Strategy: Maximize Application Quality

Applications submitted within 72 hours are 2x more likely to land an interview.

"Recruiters are actively watching. Take time to tailor your keywords."

Job Overview

Salary
$100k - $140k
Work Type
Permanent
Full Time

Ideal Candidate Profile

Quantitative analyst with a life/annuities background, ideally familiar with variable annuity hedging and GMxB valuation, comfortable coding in Python or C++ and building stochastic ALM/valuation models.

Benefits

Health InsuranceDental InsuranceVision Insurance401(k) PlanPaid Time OffAnnual BonusSpot BonusesHybrid WorkInternal Mobility Program
Fresh Role
Premium Window
1d
1 days ago

Strategy: Maximize Application Quality

Applications submitted within 72 hours are 2x more likely to land an interview.

"Recruiters are actively watching. Take time to tailor your keywords."

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