Role Summary

HIGHLIGHTS

Senior Associate (Life) role in White Plains, NY focused on ALM, investment performance analysis, and risk modeling. You will run and improve master projection, derivative and cashflow models, set crediting rates, and migrate model inputs/outputs from Excel to Python. The role requires strong Python, SQL, and Excel VBA skills and insurance-related financial modelling experience.

JOB DESCRIPTION SUMMARY

Support ALM and investment performance analysis for life insurance product lines
Develop and run derivative and cashflow models to set crediting rates
Migrate model I/O from Excel to Python and automate validation checks
Use Python, SQL, Excel VBA and Tableau for modelling and reporting
Fully onsite in White Plains, NY; Senior Associate level

DOMAIN EXPERTISE

Asset-liability management and ALM modelling
Derivative and cashflow model development
Insurance-related financial model development and analysis
Risk reporting and risk modelling (RCSA, KRI, VaR, ES)

KEY REQUIREMENTS

Master's +1 year or Bachelor's +3 years in quantitative role with insurance experience
Hands-on Python, SQL, and Excel VBA experience
Experience building/maintaining financial projection, derivative or cashflow models
Risk reporting/modeling experience (RCSA, KRI, VaR, ES) required
Ability to perform scenario analyses and monthly portfolio cost analysis

TECH STACK

Excel
Tableau

Role Summary

HIGHLIGHTS

JOB DESCRIPTION SUMMARY

Support ALM and investment performance analysis for life insurance product lines
Develop and run derivative and cashflow models to set crediting rates
Migrate model I/O from Excel to Python and automate validation checks
Use Python, SQL, Excel VBA and Tableau for modelling and reporting
Fully onsite in White Plains, NY; Senior Associate level

DOMAIN EXPERTISE

Asset-liability management and ALM modelling
Derivative and cashflow model development
Insurance-related financial model development and analysis
Risk reporting and risk modelling (RCSA, KRI, VaR, ES)

KEY REQUIREMENTS

Master's +1 year or Bachelor's +3 years in quantitative role with insurance experience
Hands-on Python, SQL, and Excel VBA experience
Experience building/maintaining financial projection, derivative or cashflow models
Risk reporting/modeling experience (RCSA, KRI, VaR, ES) required
Ability to perform scenario analyses and monthly portfolio cost analysis