Other/IC Level
Enterprise Capital Strategist
HybridNot SpecifiedAsset-Liability ManagementCapital Modelling & Economic CapitalPredictive Modelling & ML
Role Summary
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Senior quantitative role supporting insurance clients in asset allocation, ALM, capital management and advanced risk analytics. The role focuses on developing and maintaining proprietary capital and risk tools, client delivery, and thought leadership from NEAM's Farmington, CT office on a hybrid schedule.
JOB DESCRIPTION SUMMARY
- Develop and maintain proprietary models for capital strategy and risk analytics
- Deliver client-facing asset allocation and ALM analyses to insurer clients
- Contribute research, white papers, and industry thought leadership
- Hybrid role — M/F remote and T/W/Th in the Farmington, CT office
- Senior hire with 8+ years in actuarial, ALM, capital, or related roles
DOMAIN EXPERTISE
- asset allocation and portfolio optimization
- asset-liability management (ALM)
- enterprise capital management and capital frameworks
- rating agency and regulatory capital frameworks (NAIC, Solvency II, S&P)
KEY REQUIREMENTS
- 8+ years in actuarial, ALM, capital management, investment, or consulting roles
- Bachelor's degree required; Master's/PhD preferred
- Proficiency with programming languages/tools for modelling and prototypes
- Familiarity with rating agency and regulatory capital frameworks (NAIC, Solvency II, S&P)
- Strong client-facing communication; comfortable presenting to C-suite
TECH STACK
- No tech stack specified
