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VA Hedging Actuary to join Large Insurer- Newport Beach, CA

Eingestellt von Huxley Associates aus Frankfurt am Main

Gesuchte Skills: Matlab

Projektbeschreibung

The hedging team is looking for an experienced actuary to report directly to the Vice President of Hedging.

You will be primarily responsible for designing, pricing and reporting the financial features embedded in insurance products. You will be responsible for supervising actuarial students/other technical staff and managing projects that have a large impact on the business.

Responsibilities:
1 Prices and values financial guarantees and other policy features across all business segments and products including: variable annuities living benefit guarantees, variable life, variable income products, equity index annuities, and pensions/457
2 Designs, executes and monitors economic hedging strategies for financial guarantees. Monitoring may include hedge performance attribution analysis, hedge program risk monitoring, etc.
3 Designs, executes and monitors hedging strategies for general capital market exposure throughout the company.
4 Simulates capital markets and risk management strategies to quantify retained risk, expected costs, etc.
5 Evaluates risk management strategies in various frameworks such as Statutory and GAAP Accounting, Statutory Capital volatility, liquidity and counter-party risk exposure, etc.
6 Internally and externally communicates capital markets pricing, risk management strategies, hedge performance, etc.
7 Researches and develops statistical models of financial risks, and methods for calibrating those models to capital market data.

Requirements:

-Graduate studies in quantitative field (Mathematics, Financial Derivatrives, etc.)
-5 years hedging management experience
-Knowledge of financial derivatives, hedging, statistics, programming, Matlab, & SAS

To find out more about Huxley Associates please visit www.huxley.com

Projektdetails

  • Einsatzort:

    Newport Beach, Vereinigte Staaten

  • Projektbeginn:

    asap

  • Projektdauer:

    Keine Angabe

  • Vertragsart:

    Permanent

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    IT Entwicklung, Ingenieurwesen/Technik

  • Skills:

    matlab

Huxley Associates

  • Straße:

    Neue Mainzer Strasse 46-50

  • Ort:

    60311 Frankfurt am Main, Deutschland