Actuary, Asset Liability Management

  • 35059
  • Life - Actuarial
  • |
  • Missouri, United States
  • |
  • 5 days ago
Reinsurance
RESPONSIBILITIES
  • Lead asset modeling process by running/reviewing models and analyzing/communicating results.
  • Leads/coordinates/implements improvements to asset - modeling and reinvestment - modeling process and framework.
  • Assists with projects to coordinate, develop and implement ALM analysis, assessment, and reporting.
  • Supports the Strategic Asset Allocation and/or Economic Capital processes.
  • Supports the development and implementation of tools to calculate and communicate key market risk metrics throughout the company.
  • Provides support to senior actuaries and assists with special projects.
  • Performs other duties as required.
QUALIFICATIONS
  • Bachelor’s degree in Math, Finance, Actuarial Sciences, Statistics or related field.
  • FSA Certification.
  • 7+ years of actuarial experience.
  • ALM / risk management experience or Product design / pricing experience.
  • Advanced PC and technical skills, including database applications, spreadsheets, statistical programs and actuarial software.
  • Ability to multi-task and meet tight deadlines.
  • Ability to balance detail with departmental goals/objectives.
  • Advanced oral and written communication skills.
  • Advanced interpersonal skills, demonstrating the ability to work effectively with different disciplines, including pricing, finance, accounting, systems, and administration.
  • Ability to compile, analyze, refine, and interpret large amounts of financial data/results and model projections.
  • Complex analytical and problem solving skills.
  • Competent knowledge and understanding of actuarial and accounting concepts.
  • Ability to work independently and to work well within a team environment and participate in department projects.
  • Preferred:
  • 10+ years of actuarial experience in life insurance/reinsurance.
  • Asset modeling experience.
  • Life insurance/reinsurance industry and product knowledge.
  • Advanced understanding of US GAAP.
  • Master’s degree in Math, Finance, Actuarial Sciences, Statistics or related field.