Model, test, and evaluate strategies to manage interest rate risk and hedge equity market exposures; Develop and maintain asset models used in Polysystems for strategy development and as used by Actuarial Valuation for Asset Adequacy Analyses; Work with 40|86 and Valuation to coordinate and implement strategies and models; Develop and maintain the programs used in the Asset Liability Management (ALM) unit; Manage actuarial student and recurring responsibilities of the ALM unit assigned to the direct report (Valuation support, EIUL liability hedge data, asset modeling, net investment income allocations)
Requirements:
Bachelor’s degree in actuarial science, Mathematics or equivalent; Associate of the Society of Actuaries ASA (required); Ten years of related work experience; Experience with cashflow testing or project based corporate actuarial work; Five years of experience specifically with ALM & asset-modeling
Text:
Actuary ALM Model, test, and evaluate strategies to manage interest rate risk and hedge equity market exposures; Develop and maintain asset models used in Polysystems for strategy development and as used by Actuarial Valuation for Asset Adequacy Analyses; Work with 40|86 and Valuation to coordinate and implement strategies and models; Develop and maintain the programs used in the Asset Liability Management (ALM) unit; Manage actuarial student and recurring responsibilities of the ALM unit assigned to the direct report (Valuation support, EIUL liability hedge data, asset modeling, net investment income allocations) Bachelor’s degree in actuarial science, Mathematics or equivalent; Associate of the Society of Actuaries ASA (required); Ten years of related work experience; Experience with cashflow testing or project based corporate actuarial work; Five years of experience specifically with ALM & asset-modeling
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