Associate Actuary, ALM
Role Summary
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Senior life & annuities ALM role within a global reinsurance/valuation team in Chesterfield, MO (remote-eligible). You will develop and govern ALM models (Prophet/ALS), measure market risks under scenarios, and partner with risk, finance, investments and valuation teams. Requires FSA and 6+ years of life/annuity actuarial experience.
JOB DESCRIPTION SUMMARY
- Develop and govern ALM models and reporting for life and annuity books
- Measure ALM exposures and market risks under various economic scenarios
- Advanced Prophet experience including the ALS library required
- Remote-eligible role with collaboration across valuation, risk and investments
- FSA-qualified candidate with 6+ years in life, annuity or reinsurance actuarial work
DOMAIN EXPERTISE
- life and annuities actuarial experience
- ALM modelling using Prophet ALS
- GAAP and statutory valuation knowledge
KEY REQUIREMENTS
- FSA certification and 6+ years of actuarial experience in life/annuities/reinsurance
- Advanced Prophet experience, including the Asset Liability Strategy (ALS) library
- Advanced database skills (Access, Oracle, SQL) and strong spreadsheet abilities
- Knowledge of GAAP, Statutory valuation and financial reporting
- Bachelor's degree in actuarial science, math, finance, statistics or related
TECH STACK
- Excel
- Access
- Tableau
- Alteryx
- PowerPoint
