Sr AVP - NF Quantitative Risk Management
Core
Oversee design and implementation of hedge strategies for financial guarantees across protection, investment, and retirement products; manage the Enterprise Economic Scenario Generator and GPU-based modeling infrastructure.
Role type
Senior Actuarial Vice President (Quantitative Risk Management)
Builds
Hedge strategies for variable annuities, fixed index annuities, and indexed universal life; stochastic modeling infrastructure; economic scenario generators.
Domain
Insurance / Actuarial Science / Quantitative Finance
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Financial engineering, stochastic processes, derivatives, actuarial principles, risk management, associate management, quantitative strategy design, GPU-based modeling, AI/ML for risk simulation
Preferred skills
Certificate of Quantitative Finance (CQF), experience with third-party vendor platforms
Technologies
GPU-based modeling, AI, machine learning, stochastic modeling tools
Responsibilities
Oversee development and reporting of hedging programs for guaranteed benefits; design quantitative strategies for volatility control and index creation; evaluate new risk management tools including AI/ML; manage a team of direct and indirect reports; partner with product leadership and the Office of Investments.
Seniority
Senior, hands-on IC with management responsibilities
