Senior Director Actuary - ALM IS

VirtualVocations
Irvine, California, United States
Full-time
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A company is looking for a Senior Director and Actuary, Asset & Liability Management & Investment Strategy (ALM & IS).Key ResponsibilitiesResearch and develop data analytics, machine-learning, and stochastic models for asset liability management and investment strategyCollaborate with various departments to design and implement quantitative solutionsMentor junior staff and assist leadership in making business decisions related to asset-liability managementRequired Qualifications, Training, and EducationMaster's degree in Mathematics, Statistics, Actuarial Science, Computer Science, or related quantitative field, or a Bachelor's degree with additional experienceThree to five years of experience in financial engineering, asset & liability management, and quantitative risk managementExperience in developing ALM models and frameworks, and performing risk-reward analysisProficiency in coding with Python, R, or C++ for model development and data processingMust possess Associate of the Society of Actuaries (ASA) and Fellow of the Society of Actuaries (FSA) certification

1 day ago
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