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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
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
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Einsatzort:
Newport Beach, Vereinigte Staaten
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Projektbeginn:
asap
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Projektdauer:
Keine Angabe
- Vertragsart:
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Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung, Ingenieurwesen/Technik