Subject matter authority in the key model risk area and other related modeling areas; Responsible for managing and executing model validation activities, including validation, annual review, ongoing monitoring, findings management, and model use approvals for low-, moderate-, or high-risk models; Leads a team of junior quantitative model validators to test and evaluate the conceptual soundness of models and assess limitations and suitability for use; Subject matter expert in a key model risk area such as Artificial Intelligence/Machine Learnings, Statistical and Stochastic processes, Finance/Banking/Econometrics or Insurance and Actuarial Modeling
Requirements:
Bachelor’s degree in Actuarial Science, Data Science, Mathematics, Financial Engineering, Economics, or another analytical field of study is required; Fellow of the Society of Actuaries (FSA), or Associate of the Society of Actuaries (ASA) with a minimum of 10 years of experience post-ASA, is required; Significant recent experience in actuarial model design, product development, implementation, testing and/or validation is required; Deepen understanding of the models, products, assumptions, and processes across different areas (Life Insurance/Annuity/Health, Inforce/New Business, ALM, Hedging)
Text:
Sr Quant Model Validator - Actuary/Insurance Subject matter authority in the key model risk area and other related modeling areas; Responsible for managing and executing model validation activities, including validation, annual review, ongoing monitoring, findings management, and model use approvals for low-, moderate-, or high-risk models; Leads a team of junior quantitative model validators to test and evaluate the conceptual soundness of models and assess limitations and suitability for use; Subject matter expert in a key model risk area such as Artificial Intelligence/Machine Learnings, Statistical and Stochastic processes, Finance/Banking/Econometrics or Insurance and Actuarial Modeling Bachelor’s degree in Actuarial Science, Data Science, Mathematics, Financial Engineering, Economics, or another analytical field of study is required; Fellow of the Society of Actuaries (FSA), or Associate of the Society of Actuaries (ASA) with a minimum of 10 years of experience post-ASA, is required; Significant recent experience in actuarial model design, product development, implementation, testing and/or validation is required; Deepen understanding of the models, products, assumptions, and processes across different areas (Life Insurance/Annuity/Health, Inforce/New Business, ALM, Hedging)
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