Senior Modeler - Analytics and UAT Testing
- Support modeling activities on various insurance liabilities, fixed-income assets and derivatives in actuarial systems, including AXIS/ALFA/MoSes.
- 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 etc.
- Embrace new technologies to improve workflows
- Build external or embedded controls to mitigate operating risks in workflows
- Apply risk management techniques and procedures, including the company's mandated risk methodologies.
- Gather and analyze market data, calculate hedge program or portfolio statistics and develop/use models to simulate financial reporting processes.
- May serve as a company-wide expert in at least one specialty.
- May serve as a resource for colleagues with less experience
- Apply and integrate statistical, mathematical, predictive modeling and business analysis skills to manage and manipulate complex high volume data from a variety of sources.
- May work on advanced research projects.
- Interpret internal or external issues and recommend solutions/best practices.
- Solve complex problems; take a broad perspective to identify solutions.
- Build efficient models and processes with minimal guidance.
- Apply judgment to modeling choices in a defensible manner.
- Assess the materiality of various modeling and data choices.
- 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
- Five years of modeling experience (or three with Master's degree) with expert knowledge in at least one product such as insurance liability, asset valuation, derivatives modeling, liquidity management, machine learning or artificial intelligence
- Good understanding of investment and finance concepts, and the ability to creatively apply them in solving analytical problems
- Advanced degree
- Insurance or asset/derivatives modeling experience
- Actuarial Science background
- Experience with database design and usage
- Programming experience in C++/C#/Python or other advanced language
- MoSes/AXIS/ALFA or other actuarial software
- QRM or similar asset liability software experience
- SAS, R, SPSS or other statistical software experience
- Office environment
**Please note that the compensation information that follows is a good faith estimate for this position only and is provided pursuant to applicable pay transparency and compensation posting laws. It is estimated based on what a successful candidate might be paid in certain Company locations.**
The Salary for this position generally ranges between $100,000 - $110,000 annually. This range is an estimate, based on potential qualifications and operational needs. Salary may vary above and below the stated amounts, as permitted by applicable law.
Additionally, this position is typically eligible for an Annual Bonus based on the Company Bonus Plan/Individual Performance and is at the Company’s discretion.