Actuary Specialist, Asset Modeling
Role Summary
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Actuary Specialist focused on asset modeling using Moody's AXIS or MG-ALFA to support valuation, forecasting, pricing, ALM and risk management. Based in Columbus, OH with flexible work arrangements, reporting to the AVP, Risk Modeling and Capital Management. Role includes implementation of complex asset types, driving annual asset adequacy tests, and mentoring team members.
JOB DESCRIPTION SUMMARY
- Develop and execute asset models in Moody's AXIS and/or MG-ALFA
- Implement complex asset types and reinvestment strategies
- Support annual asset adequacy testing (AAT) and ALM analysis
- Use Python, R, MATLAB or SQL for quantitative analysis
- Columbus, OH role with flexible work arrangements and senior visibility
DOMAIN EXPERTISE
- Moody's AXIS or MG-ALFA asset modeling
- Modeling complex structured and hybrid securities
- Asset adequacy testing (AAT) and ALM support
- Programming for quantitative analysis (Python/R/MATLAB/SQL)
KEY REQUIREMENTS
- Experience with Moody's AXIS and/or MG-ALFA asset modeling
- Typically 3+ years of related asset modeling or actuarial experience
- Proficiency in at least one programming language (Python/R/MATLAB/SQL)
- Proficient in Microsoft Excel
- Must be eligible to work in the US without employer sponsorship
TECH STACK
- Excel
- PowerPoint
