x********e 发帖数: 41 | 1 Job Title Actuarial Analyst
Location Philadelphia, PA
Detailed Description
Full-time position. Key Responsibilities include:
• Assist with coding and implementation of hedging system
enhancements to incorporate new products and methodology improvements.
• Assist with regular actuarial assumption analysis and scenario
testing.
• Perform sensitivity tests on actuarial assumptions to understand
the impact of the assumptions update.
• Reconcile actuarial valuation outputs for audit requests.
• Provide support in analyzing new hedging strategies.
Education/Experience Requirements:
• Bachelor degree or higher in mathematics, actuarial science, or
related field required.
• Actuarial exam progress required. ASA or near ASA level.
• Prior actuarial work experience is required. Working knowledge of
variable annuities, hedging is highly desired. Experience with actuarial
valuation and/or product development for variable annuities a strong plus
• High proficiency in MS Excel and VBA required.
• Programming experience with Matlab and C++ a plus.
Desirable qualities:
• Understanding of derivatives, such as options/futures/swaps.
• Ability to work independently and efficiently.
• Experience programming with databases.
• Ability to multi-task among several projects under tight
deadlines.
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