Quantitative Modeler
The Quantitative Modeler, is a brand new position with a Top Insurance firm. This group has been expanding rapidly and are looking for strong individuals to be an integral part of the modeling team. The incumbent will be a key modeling resource in the ALM modeling/projection of STAT and GAAP balance sheet and income statements as well as capital and reserves under both regulatory and economic regimes. In addition, this position will support any new strategic modeling initiatives moving towards a world-class risk analytics and modeling business.
PRIMARY RESPONSIBILITIES:
· This position will develop new models and analytics as well as maintain and enhance preexisting modeling and analytics capabilities.
· You will enhance modeling methodologies by leveraging various areas of business- ALM, Actuarial and Finance- to participate in new RD projects.
· Drive comprehensive documentation of all models and tools owned by Quantitative modeling group.
· Implement relevant deal specific modeling changes and coordinate with business to complete User Acceptance Testing in a timely manner
· Identify areas of inefficiencies and design efficient and elegant automated processes as appropriate
Qualifications:
Degree in Actuarial Science, Economics, Financial Engineering or other related field
•3+ years of quantitative and or actuarial modeling experience
•ASA/FSA preferred •CFA/FRM a plus
•Strong presentation and communication skills
•Strong quantitative modeling skills and experience with ALM modeling for fixed annuities and/or life insurance preferred
•Highly driven, innovative, creative and an enthusiastic problem solver
•Knowledge of at least one actuarial projection software e.g. TAS, MG-ALFA, Moses etc
•Knowledge of GAAP, STAT and RBC frameworks strongly preferred
•Superior Excel and VBA skills •Knowledge of SQL a strong plus• Knowledge of C# and/or C++ preferred
Leave a Reply
You must be logged in to post a comment.