Senior Asset Modeling Consultant

Job Summary

A company is looking for a Senior Asset Modeling Consultant responsible for the projection of general account assets for various purposes.

Key Responsibilities

• Maintain and improve the asset modeling platform for projecting Insurance Company general account assets
• Deliver accurate asset projections to internal partners in support of regulatory testing and capital valuation
• Collaborate with various departments to optimize strategies that increase statutory distributable earnings

Required Qualifications

• 7+ years of quantitative modeling experience in the insurance or finance industry
• In-depth understanding of fixed income, derivatives, and alternative asset classes
• Experience with investment/ALM systems like FIS Prophet ALS or equivalent
• Demonstrated data/coding abilities in Python for large datasets
• Undergraduate degree in a related discipline; advanced degree or CFA/actuarial designation is a plus