Sr. Actuarial Analyst

  • 34922
  • Life - Actuarial
  • |
  • Maryland, United States
  • |
  • Mar 20, 2019
  • Maintain asset model in GGY AXIS for a variety of purposes, including Economic Capital, IFRS, Cash Flow Testing, Corporate Planning/Forecasting, and VM-20 Refine the existing asset module for various lines of business as new requirements are identified.
  • Enhance model as new types of assets or assumptions require modeling. Customize AXIS reports and reporting tools to produce the required model output per the needs of model users.
  • Assist in quarterly asset model update, which includes running Moody's Analytics software for structured assets, stressed asset modeling for EC, updating all investment/reinvestment assumption, model enhancements, model documentation, and adding new asset types or reinvestment assets when needed. Analyze change in the projected earned rates.
  • Run models or assist in modeling for all the production work requirements, depending on the resource needs of each reporting cycle.
  • Ensure model control is compliant with the latest corporate model control and governance standard. Prevent unauthorized changes and ensure integrity of model results. Maintain detailed documentation of all changes made to models, including impacts under key reporting bases and evidence of management approval.
  • Identify and implement process improvements, including automation of manual tasks where possible, to increase efficiency and transparency while minimizing the risk of errors.
  • BS/BA Math/Statistics.
  • 2/+ Exams working towards ASA.
  • - 2/+ years of life insurance/actuarial experience.
  • Asset Modeling experience preferred.
  • Model development or modeling experience preferred.
  • Experience in any asset/liability modeling applications preferred.
  • Actuarial software skills - GGY AXIS experience preferred, MG-ALFA a plus.
  • Spreadsheet and database capabilities.
  • Strong actuarial analytical skills and problem solving ability.
  • Proficient written and oral communication skills.
  • Ability to multi-task in a deadline-oriented environment.