AVP, Quantitative Research & Modeling, Market Risk Management
HybridIndividual AnnuitiesLife Annuity OtherIndividual Life ProtectionAsset-Liability ManagementCapital Modelling & Economic CapitalRegulatory Reporting
Role Summary
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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
