ALM Risk Model Developer
Posted on Dec 9, 2018 by Ashton Lane Group
- 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:
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Ashton Lane Group® "A trusted advisor throughout your career"Senior position supporting the actuarial ALM / hedging team within a leading financial institution