A rapidly growing Life Insurance & Annuity company is looking for a candidate to report directly into the Head of Model Development and Stress Testing within the ERM group to join a cross-functional team derived of Actuaries, CFA's and risk professionals to support with assessing optimal ALM, capital-efficient and derivative strategies. Please apply to learn more!
Responsibilities:
- Develop financial statements and risk appetite monitoring through horizon forecasting under various stress tests
- Assess associated impacts on STAT/GAAP/fair value metrics
- Perform valuation and risk modeling
- Collaborate with Hedge Trading Desk
Qualifications:
- Understanding of VA and FIA risk and profit profile
- ASA/FSA preferred but not needed
- Knowledge of STAT and GAAP
