Corporate Vice President & Actuary

  • 35682
  • Life - Actuarial
  • |
  • New York, United States
  • |
  • Aug 23, 2019
  • Coverage of assets and liabilities and the dynamic modeling of both.
  • Stochastic Required Capital / Enterprise Level, Line of Business and Pension Plan.
  • Stochastic @ Risk measures related to Surplus, Embedded Value, and Dividend Availability.
  • Proxy modeling, Least Square Monte Carlo, Clustering Modeling and other efficiency optimization techniques.
  • Maintains and continuously improves financial risk measurement, assessment and management capabilities by:
  • Monitoring risk mitigation and hedging programs for financial risks including interest rate, equity market, credit, capital and mortality / longevity.
  • Determining and monitoring key risk metrics, indicators and trends.
  • Development and implementation of new financial risk measures.
  • Working collaboratively with Business Unit Financial Planning & Analysis, Product Development and Pricing Teams is support of enterprise level risk measures.
  • Post-graduate degree in a quantitative discipline such as math, physics, statistics or financial engineering.
  • FSA, MAAA and / or knowledge of actuarial ALM modeling techniques and insurance products.
  • Experience working in risk areas including finance, treasury and/or regulation.
  • Working knowledge of MATLAB, Python and C++.
  • An energetic team player with a strong sense of ownership and accountability.
  • Strong leadership, interpersonal and relationship management skills.
  • Ability to organize complex processes, handle multiple tasks, and deal with shifting priorities, all within demanding time schedules.
  • Ability to think outside of the box.