7 часов назад
Manager, Modeling (Insurance and Asset Liability Modeling)
136 000 - 165 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Manager, Modeling (Insurance and Asset Liability Modeling): Build and analyze sophisticated models for insurance liabilities, fixed-income assets, derivatives, investments, and portfolios with an accent on risk-adjusted returns, actuarial systems, and financial analytics. Focus on quantifying market, credit, liquidity, and cash-flow risks, developing controls and simulations, and leading complex modeling projects across valuation, ALM, risk management, and reporting.
Location: Hybrid office environment on Tuesday, Wednesday, and Thursday in Denver, Cedar Rapids, or Baltimore, United States.
Salary: $136,000–$165,000 annually.
Company
is an international financial services company providing insurance, retirement, investment, and employee benefit solutions.
What you will do
- Lead modeling activities for insurance liabilities, fixed-income assets, and derivatives using actuarial systems including AXIS, ALFA, and MoSes.
- Model and quantify equity, interest-rate, credit, alternative investment, liquidity, and cash-flow risks.
- Gather and analyze market data, calculate hedge program and portfolio statistics, and simulate financial reporting processes.
- Collaborate with valuation, asset liability management, risk management, and financial and risk reporting stakeholders.
- Build efficient models, workflow controls, and processes while applying defensible modeling judgments and assessing data materiality.
- Lead multiple research projects, review colleagues' work, and provide expertise and direction on complex analytical problems.
Requirements
- Bachelor's degree in statistics, mathematics, actuarial science, computer science, economics, engineering, finance, or a related quantitative field.
- Eight years of modeling experience, or six years with a master's degree, with expert knowledge in at least two relevant areas such as insurance liabilities, asset valuation, derivatives, liquidity management, machine learning, or artificial intelligence.
- Five years of experience in advanced programming or actuarial systems customization.
- Familiarity with asset liability management and strong understanding of investment and finance concepts.
- Leadership skills for managing teams and projects.
- Must have legal authorization to work in the United States without immigration sponsorship or employer-of-record immigration support.
Nice to have
- Advanced degree or actuarial science background.
- Insurance, asset, or derivatives modeling experience.
- Database design and usage experience.
- QRM or similar asset liability management software experience.
- SAS, R, SPSS, or other statistical software experience.
Culture & Benefits
- Collaborative workplace focused on accountability, innovation, inclusion, and work-life balance.
- Competitive pay and eligible employee bonuses.
- Pension plan, 401(k) match, employee stock purchase plan, and tuition reimbursement.
- Medical, dental, vision, disability, and employee assistance benefits.
- Paid time off, paid holidays, parental leave, adoption assistance, and backup care.
- Career training, wellness programs, employee resource groups, and diversity and inclusion programs.
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