ALM Risk Model Developer

  • Competitive Base & Bonus
  • Denver, CO, USA
  • Permanent, Full time
  • Ashton Lane Group
  • 15 Oct 18

Senior position supporting the actuarial ALM / hedging team within a leading financial institution

Responsibilities:

  • Develop, maintain, and extend policy projection and accounting logic in a high-performance hedge solution.
  • Reconcile result from hedge projection system with traditional actuarial ALFA models and spreadsheet tools. 
  • Coordinate development efforts with the company’s traditional actuarial functions; supports quarterly model updates. 
  • In conjunction with the quantitative developers, implements statutory, GAAP, and IFRS variable annuity valuation methods.

Requirements:

  • 5+ years financial Services experience supporting enterprise quantitative risk and hedging programs
  • Experience with an Indexed or Variable Annuity hedge program
  • Broad experience with MG-ALPHA financial modeling solution
  • Excellent understanding of investment and finance concepts and be able to creatively apply them in solving analytical problems in the business setting.
  • Experience programming in C or C++
  • Excellent presentation & communication skills
  • Graduate degree in mathematics, actuarial science, finance or related field preferred

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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