Director, ALM Strategy and Optimization
HybridLife Annuity OtherAsset-Liability ManagementCapital Modelling & Economic CapitalProduct Development & Plan Design
Role Summary
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Director-level Life ALM role in Newport Beach, CA leading the PLI Enterprise ALM team. You will design and execute ALM strategy, model outcomes across economic, GAAP and Statutory frameworks, and partner with investment, capital and risk teams to optimize $225B AUM. Onsite 4 days per week.
JOB DESCRIPTION SUMMARY
- Lead a team of actuaries and financial professionals in Enterprise ALM
- Design and assess ALM strategies across economic, GAAP and Statutory frameworks
- Collaborate with Capital, Investments, Hedging and Risk teams on hedging and optimisation
- Hands-on modelling and coding experience required (Python)
- Onsite in Newport Beach, CA four days per week (hybrid)
DOMAIN EXPERTISE
- ALM strategy and modelling across economic, GAAP and Statutory frameworks
- Developing quantitative ALM or hedging strategies
- Managing/executing ALM strategies or hedge programs
- Market risk exposure analysis and mitigation
- Capital management and reinsurance optimization support
KEY REQUIREMENTS
- 7+ years' experience with life insurance, investments and risk management
- 1–2 years developing or managing quantitative ALM/hedging strategies or market risk programs
- Solid experience with Statutory, GAAP and economic capital frameworks
- Hands-on coding and modelling experience in Python
- Onsite presence in Newport Beach (4 days/week)
TECH STACK
- No tech stack specified
