As an Actuarial Consultant, you’ll be responsible for supporting the asset liability management team in variable and fixed annuity asset liability management and risk assessment by producing periodical risk reports and performance attribution. This role reports to the Lead Actuary with a focus on reporting, modeling, sensitivity analysis, project management, and documentation.
In this role, you’ll get to:
- BAU
- Quantify monthly statutory liability and asset valuation for VA and SIA, support Valuation Team for scenario generation and BLICNY reserving & capital requirement.
- Sensitivity grid and attribution analysis for VA hedge strategy.
- Ad hoc risk analysis.
- Model Maintenance and Future Hedging Strategy (FHS) process implement and Improvement.
- Under PathWise platform, maintain VA, SIA, and Asset projection model.
- Implement FHS in production environment.
- Real world economic scenario generation (ESG) model maintenance and annual assumption update.
- Process Optimization and R&D
- Industrialization of current BAU process.
- Support growth new business production.
- Development and implementation of hedge strategy initiatives.
- Research on data science application in hedge.
We’re looking for people who have:
- 3+ years of experience in the relevant field.
- Proficiency in Python programming, or other programming languages such as R, MATLAB, SAS, etc., is required.
- Knowledge of VBA and SQL would also be beneficial.
- Strong interpersonal, teamwork and time management skills, with positive attitude and eagerness to learn.
- Prior completion of preliminary actuarial exams is strongly desired. ASA designation would be advantageous.
