Role Summary
Loading...HIGHLIGHTS
Actuarial-focused ALM and hedging associate in Milliman's Capital Markets Group in Chicago. You will design and execute hedging strategies, perform asset-liability modelling, build valuation and scenario-testing models, and support regulatory capital analysis for insurance and reinsurance clients. Requires 2–5 years' related experience and programming skills (C# or Python).
JOB DESCRIPTION SUMMARY
- Design and execute hedging strategies across rates, equity, FX, and credit
- Perform asset-liability modelling and scenario testing for insurers/reinsurers
- Build valuation, risk measurement, and P&L attribution models
- Work in-person in Milliman's Chicago office with flexible arrangements
- Ideal for candidates with 2–5 years in actuarial, trading, or risk roles
DOMAIN EXPERTISE
- actuarial, trading or capital markets experience
- knowledge of derivatives (swaps, futures, options)
- asset-liability modelling and hedging experience
KEY REQUIREMENTS
- Bachelor's degree in a quantitative field (required)
- 2–5 years' experience in actuarial, trading/capital markets, or risk
- Knowledge of derivatives (swaps, futures, options) for ALM/hedging
- Programming skills in C# or Python
TECH STACK
- Other_BI_Tool
