Senior Analyst - Hartford, United States - Selby Jennings

Description

We are partnered with a top reinsurance firm in NYC seeking talent for their insurance risk vertical. The team is responsible for developing insurance liability models for pricing, hedging, ALM, and valuation.

This role is ideal for an experienced (2-5 years) candidate who can work autonomously, own their model infrastructure comprised of complex Liability/Hedging and actuarial models focused on insurance products, specifically for the fixed index annuity/variable annuity space.

Ideal Candidates for position will have:2-5 years of experience developing liability/hedging models within the insurance space2-5 years of experience in a diversified life and annuity or financial or actuarial consulting firm (FSA or CFA is preferable)2+ years of modeling experience within the life + annuities space2+ experience with insurance models - knowledge of complicated derivative instruments/hedging of annuity riskResponsibilities/

Qualifications Include:
Develop (from scratch) and implement insurance liability/hedging models and maintain their model infrastructure - communicate results to stakeholdersPerform liability stresses (GAAP/Stat/Econ/Bermuda)Enhance new product launches - update risk models that will undergo regular changes, new features2+ years in diversified life and annuity/financial or actuarial consulting firmModel oversight across all financial, market, product/pricing, policyholder behavior, and liquidity modelsGuide on hedging targets by running models and bench marking results - experience in hedging or ALM necessaryFSA/ASA or CFA#J-18808-Ljbffr