Serve as the technical lead for the Asset Transformation System (ATS), guiding the continuous developments and implementation of innovative solutions.
Research methodology and refine algorithms for the Strategic Asset Allocation project, actively contributing to the formulation and execution of strategic investment plans.
Support modeling activities on various insurance liabilities, fixed-income assets, and derivatives in actuarial systems, including AXIS/ALFA/MOSES/TRINITY.
Model and quantify risks including equity and interest rate sensitivities, cash flow variability, credit, alternative investment, or liquidity risks.
Collaborate with key stakeholders from business line valuation, ALM, risk management, and financial/risk reporting.
Lead the team to build efficient models and processes to generate accurate results with minimal guidance.
Build external or embedded controls to mitigate operating risks in workflows.
Apply risk management techniques and procedures, including the company's mandated risk methodologies.
Apply and integrate statistical, mathematical, predictive modeling, and business analysis skills to manage and manipulate complex high-volume data from a variety of sources.
Interpret internal or external issues and recommend solutions/best practices.
Solve complex problems by taking a broad perspective to identify solutions.
Apply careful judgment to modeling choices, ensuring decisions are well-justified and defensible.
Assess the materiality of various modeling and data choices.
Serve as a company-wide expert in at least one specialty.
Serve as a resource for colleagues with less experience.
Work on advanced research projects.
Requirements
Bachelor’s degree in a technical/quantitative discipline such as statistics, math, actuarial science, computer science, economics, engineering, or a related business field such as finance.
Eight years of modeling experience (or six with Master's degree) with expert knowledge in two or more products such as insurance liability, asset valuation, derivatives modeling, liquidity management, machine learning, or artificial intelligence.
Five years of experience in advanced programming or actuarial systems customization.
Familiarity with asset liability management practices.
Good understanding of investment and finance concepts to creatively solve analytical problems.
Leadership skills to manage teams and projects.
Benefits
Competitive Pay
Bonus for Eligible Employees
Benefits Package
Pension Plan
401k Match
Employee Stock Purchase Plan
Tuition Reimbursement
Disability Insurance
Medical Insurance
Dental Insurance
Vision Insurance
Employee Discounts
Career Training & Development Opportunities
Health and Work/Life Balance Benefits
Paid Time Off starting at 160 hours annually for employees in their first year of service.
Ten (10) paid holidays per year (typically mirroring the New York Stock Exchange (NYSE) holidays).
Be Well Company holistic wellness program, which includes Wellness Coaching and Reward Dollars
Parental Leave – fifteen (15) days of paid parental leave per calendar year to eligible employees with at least one year of service at the time of birth, placement of an adopted child, or placement of a foster care child.
Adoption Assistance
Employee Assistance Program
College Coach Program
Back-Up Care Program
PTO for Volunteer Hours
Employee Matching Gifts Program
Employee Resource Groups
Inclusion and Diversity Programs
Employee Recognition Program
Referral Bonus Programs
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.