Role Summary

HIGHLIGHTS

Senior quantitative role in Market Risk Management (life/annuity products) based in Radnor, PA. Lead a team building annuity, VA/FIA/IUL and derivatives projection models to support hedging, GAAP reserve reporting, and capital strategy. Requires deep experience in stochastic projection, hedging and US GAAP/statutory frameworks. Hybrid role (3 days/week in office).

JOB DESCRIPTION SUMMARY

Lead quant & actuarial team building annuity, VA, FIA and IUL projection and derivatives models
Own models that drive hedge strategy, GAAP reserve reporting and financial planning
Develop GPU-based nested stochastic projections for assets and actuarial liabilities
Hybrid role — 3 days/week in Radnor, PA office
Requires 10+ years risk modeling experience and 3+ years of managerial experience

DOMAIN EXPERTISE

Annuity and derivatives risk modeling for hedging and capital
US GAAP and US Statutory reserving for annuities and hedging
Development of nested stochastic projection models
Hedge strategy and financial drivers of distributable earnings

KEY REQUIREMENTS

10+ years of risk management experience in modeling, insurance product or derivatives risk
3+ years of managerial, supervisory, or demonstrated leadership experience
Bachelor's degree minimum; advanced degree (MS/PhD) or professional designation (e.g. FSA) preferred
Experience with US GAAP and US Statutory frameworks for annuities and hedging
Strong communication skills

TECH STACK

Excel
PowerPoint

Role Summary

HIGHLIGHTS

JOB DESCRIPTION SUMMARY

Lead quant & actuarial team building annuity, VA, FIA and IUL projection and derivatives models
Own models that drive hedge strategy, GAAP reserve reporting and financial planning
Develop GPU-based nested stochastic projections for assets and actuarial liabilities
Hybrid role — 3 days/week in Radnor, PA office
Requires 10+ years risk modeling experience and 3+ years of managerial experience

DOMAIN EXPERTISE

Annuity and derivatives risk modeling for hedging and capital
US GAAP and US Statutory reserving for annuities and hedging
Development of nested stochastic projection models
Hedge strategy and financial drivers of distributable earnings

KEY REQUIREMENTS

10+ years of risk management experience in modeling, insurance product or derivatives risk
3+ years of managerial, supervisory, or demonstrated leadership experience
Bachelor's degree minimum; advanced degree (MS/PhD) or professional designation (e.g. FSA) preferred
Experience with US GAAP and US Statutory frameworks for annuities and hedging
Strong communication skills