Director & Actuary

  • 37100
  • Life - Actuarial
  • |
  • California, United States
  • |
  • Mar 20, 2020
Insurance
RESPONSIBILITIES
  • Responsible for the Risk Management, ALM, Economic Capital and risk projection functions for Pension Risk Transfer (PRT) business, synthetic GIC and funding agreement.
  • Calculates and analyzes risk associated with PRT, synthetic GIC and funding agreement, including interest rate risk, liquidity risk, credit risk, insurance risk, etc.
  • Lead team to perform capital markets and actuarial research and studies to investigate underlying risk drivers of the products and asset portfolios
  • Takes initiatives to develop and analyze risk metrics and risk mitigation strategies for both assets and liabilities
  • Develops tools to enhance inforce management of assets and liabilities
  • Produces and reviews reports supporting Risk Management functions and look for ways to streamline the reporting process
  • Keeps monthly, quarterly, and annual deliverables on track for ALM reporting
  • Collaborates effectively with colleagues on cross-functional projects and initiatives
  • Lead and develop a staff of actuarial professionals by providing insight, guidance and oversight
QUALIFICATIONS
  • Bachelor's degree in Mathematics, Economics, Finance, Actuarial Science, Statistics, or related degree
  • Fellow of the Society of Actuaries (FSA)
  • 8 or more years of actuarial experience, including at least 2 years with risk management
  • Thorough knowledge of Annuity business, investment, financial markets and risk management
  • Excellent organizational, interpersonal and communication skills
  • Takes initiative with strong problem-solving skills
  • Experience with financial modeling systems, particularly Prophet and MoSes, preferred