Responsibilities:

• Process, analyze, and explain the daily production processes integral to the variable annuity hedge program.

• Critique and enhance various systems utilized in analyzing market risks inherent in variable and equity- indexed annuities. 

• Use programming ability to enhance models and processes integral to the variable annuity hedge program.

• Ensure timely implementation of new products within the valuation software.

• Coordinate with pricing teams and consultants to validate model calculations.

• Provide support in analyzing new hedging strategies.

• Develop a thorough understanding of equity risk management. 

• Keep current on capital markets and assess the impact on the hedging program of developing trends.

• Partner with other areas of the company to enhance variable and equity-indexed annuities product analysis and risk management.

Requirements:

• 1-3 years market risk, quantitative, and/or actuarial experience required.

• Understanding of the risk and volatility associated with its living benefits caused by changes in the equity markets, interest rates, and market volatility

• Experience with actuarial valuation and/or product development for variable annuities

• High proficiency in MS Excel and VBA required. Programming experience with SAS and C++ a plus.

• Actuarial exam progress required. ASA preferred. CFA, PRM or CQF also desirable.

• Bachelors degree or higher in mathematics, actuarial science, computer science, or related field required.

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

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