Senior Analyst/Associate Director

  • 36986
  • Life - Actuarial
  • |
  • Indiana, United States
  • |
  • Mar 10, 2020
  • Valuation of derivative positions and analytics for purpose of hedging and financial reporting.
  • Attribution analysis of hedge program movement.
  • Follow, update, and improve hedge program documentation.
  • Maintain existing derivatives valuation applications and expand their capabilities to meet new demands.
  • Development of risk-neutral and real-world economic scenarios.
  • Ability to communicate clearly:
  • Document any required code changes as part of established change management procedures.
  • Provide work product in a timely manner and be able to explain results.
  • Coordinate with other teams/individuals including investment accounting, actuarial, financial planning, risk, and audit.
  • Interface with Model Risk Committee as part of the change management process.
  • Maintains a balance between day-to-day activities and the development of the strategic direction for the area and enterprise.
  • Minimum of Bachelor’s degree in actuarial science, finance, economics, math, physics, engineering or related field.
  • Fellow of the Society of Actuaries or related advanced degree.
  • 5+ years of experience in quantitative derivatives analysis and/or other related actuarial work.
  • Advanced expertise in Excel, C#, Python, and SQL.
  • Strong financial modeling/valuation and analytical skills; and significant experience analyzing insurance products and asset portfolios.
  • Strong communication skills.
  • Strong time and project management skills.
  • Excellent organizational skills.