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ALM Risk Model Developer

Posted on Dec 9, 2018 by Ashton Lane Group

Denver, CO 80201
1 Nov 2018
Annual Salary


  • Develop, maintain, and extend policy projection and accounting logic in a high-performance hedge solution.
  • Reconcile result from hedge projection system with traditional actuarial ALFA models and spreadsheet tools.
  • Coordinate development efforts with the company's traditional actuarial functions; supports quarterly model updates.
  • In conjunction with the quantitative developers, implements statutory, GAAP, and IFRS variable annuity valuation methods.


  • 3+ years financial Services experience supporting enterprise quantitative risk and hedging programs
  • Experience with an Indexed or Variable Annuity hedge program
  • Broad experience with MG-ALPHA financial modeling solution
  • Excellent understanding of investment and finance concepts and be able to creatively apply them in solving analytical problems in the business setting.
  • Experience programming in C or C++
  • Excellent presentation & communication skills
  • Graduate degree in mathematics, actuarial science, finance or related field preferred

For immediate consideration, please forward resume and contact details to:

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit

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Senior position supporting the actuarial ALM / hedging team within a leading financial institution

Reference: 599554706