Closer to client-facing consulting than an in-house specialist role because the work spans transactions, proposals, sales meetings and executive presentations.
Senior Life actuarial consulting role in Chicago, with a hybrid schedule, focused on M&A, reinsurance and pricing for life, annuity and long-term care products. You’ll build transaction models, lead actuarial due diligence, advise senior executives and support client development.
Requirements
Must have
Prior life insurance M&A and pricing experience
Strongly preferred
5+ years of professional experience in financial consulting or insurance
FSA designation
Demonstrated experience in actuarial pricing model development, profitability projections, and data flow management
Strong background in risk management, sensitivity analysis, and regulatory compliance testing
Proven experience in product development lifecycle and inforce policy management
Familiarity with profitability measure calculations and sensitivity analyses for life/annuity products
Broad exposure to life/annuity/LTC with subject matter expertise in at least one area
Ability to lead and manage projects including delegation and client solution development
Exposure to various accounting regimes (US NAIC, Bermuda EBS, US GAAP, IFRS, Solvency II)
Proficiency in financial modeling, pricing, valuation with focus on profitability and stress analysis
Ability to deliver against tight deadlines in fast-paced environments
Detail oriented with ability to work on multiple projects concurrently
Evidence of intellectual curiosity and strategic/creative thinking
Self-motivated with entrepreneurial attitude and willingness to work long hours
Skills & Domain
DomainLife insurance M&A and pricingActuarial pricing model development and profitability projectionsRisk management, sensitivity analysis, and regulatory complianceProduct development lifecycle and inforce policy managementProfitability measure calculations and sensitivity analyses for life/annuity products
Oliver Wyman Actuarial – Life/Annuities Senior Manager
