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Senior Actuary (FSA) - Market Risk Management

Pacific Life Insurance CompanyNewport Beach, United States5mo ago
HybridIndividual AnnuitiesCapital Modelling & Economic CapitalAsset-Liability ManagementRisk Management, ERM & ORSA

Role Summary

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HIGHLIGHTS

Senior life actuarial role focused on Variable Annuity market risk management in Newport Beach, CA (hybrid). You will lead VA market risk production, project income statement/balance sheet/capital under scenarios, produce Greeks and analyze interest rate and equity exposures. Senior role (FSA) partnering with risk, hedging, valuation, modeling, and finance teams.

JOB DESCRIPTION SUMMARY

  • Lead Variable Annuity market risk production and quarterly financial risk projections
  • Analyze market exposures and produce Greeks (Delta, Rho, Vega, Delta Gamma)
  • Oversee junior team members and drive model controls, testing, and defect resolution
  • Hybrid: 4 days in office (Newport Beach, CA or Omaha, NE) with relocation assistance
  • FSA required with 6+ years actuarial experience in annuities, life, or finance

DOMAIN EXPERTISE

  • variable annuity market risk
  • annuity actuarial experience
  • hedging and risk mitigation strategies
  • producing Greeks and market sensitivities
  • financial risk projection and capital modeling

KEY REQUIREMENTS

  • FSA designation required
  • 6+ years actuarial experience in annuities, life insurance, or finance
  • Experience with Variable Annuity market risk and capital projections
  • Ability to lead VA market risk production and oversee junior staff
  • Bachelor’s degree in actuarial science, math, finance, or related field

TECH STACK

  • Excel