12 дней назад
Sr AVP - NF Quantitative Risk Management
163 000 - 303 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Sr AVP - NF Quantitative Risk Management (Actuarial Risk Management/Financial Engineering): Leading hedge strategies and quantitative risk infrastructure for Nationwide's life and annuity products with an accent on stochastic GPU-based modeling, derivatives, and economic scenario generation. Focus on designing hedging strategies, evaluating AI and machine learning for risk projections, and managing enterprise-scale financial risk programs.
Location: Columbus, Ohio, One Plaza; the position may be filled within any of the lower 48 U.S. states
Salary: $163,000–$303,000 expected starting annual range; national salary range of $163,000–$339,000
Company
is a Fortune 100 insurance and financial services company with nearly $70 billion in annual sales.
What you will do
- Lead the design, implementation, reporting, and risk management of hedging programs for variable annuities, fixed index annuities, and indexed universal life products.
- Oversee stochastic, GPU-based modeling infrastructure for pricing, risk management, and static and dynamic hedging.
- Design and evaluate quantitative strategies involving volatility control, fund mechanisms, and index creation.
- Partner with product leadership and the Office of Investments to develop product strategies and indices that can be effectively hedged.
- Evaluate artificial intelligence and machine learning applications for hedging projections and collaborate with vendors and consultants on the hedge platform.
- Oversee the Enterprise Economic Scenario Generator and manage a team of direct and indirect reports.
Requirements
- Fellow of the Society of Actuaries (FSA) required.
- Member of the American Academy of Actuaries (MAAA) required.
- Typically 10 or more years of actuarial-related experience.
- Extensive knowledge of risk management, financial engineering, stochastic processes, derivatives, actuarial principles, and mathematics.
- Broad knowledge of financial services, including life insurance accounting and finance theory.
- Ability to work in a normal office environment; some travel may be required.
Nice to have
- Undergraduate degree in mathematics, finance, actuarial science, or a similar mathematically focused field.
- Certificate of Quantitative Finance (CQF) or a similar financial engineering credential.
Culture & Benefits
- Medical, dental, and vision insurance.
- Life insurance and short- and long-term disability coverage.
- Paid time off, paid holidays, Lifetime paid time off, and Unity Day paid time off.
- 401(k) with company match and a company-paid pension plan.
- Inclusive workplace with equal employment opportunities and a focus on professional development.
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