Quantitative Analyst- Insurance Products- Actuarial Modeling – New York recruitment
Using your experience in risk methodology and analytics, participate in high profile Asset/Liability Risk Capital projection project [Solvency II] by collaborating with senior managers across business lines. Must have strong quantitative modeling skills and the ability to synthesize complex analytics [liability cash flows, accounting and risk metrics] to project future asset/liability cash flows. The position requires superb presentation skills and the poise to interact with high level executives. Candidates must have a degree from a top university (MS, MBA, FRM, CFA desirable) and 5-7 years relevant risk capital management experience with a major consulting firm or top financial services organization. Deep knowledge of Life and /or Property and Casualty insurance products is strongly preferred. Experience with insurance risk applications [Igloo, MoSes, Prophet, ReMetrica, Gems, Barrie Hibbert] strongly desired. This position offers a competitive compensation and a comprehensive benefits package.
Keywords: Actuarial Modeling, ALM Analyst, Solvency, DFA, Risk Based Capital, Scenario Analysis, ALM Forecasting, Quantitative Modeling
Please reference Job# 19306- EFC and send resumes to Jim Geiger at jeg@analyticrecruiting.com.