Actuary Specialist, Asset Modeling
Core
Critical actuarial asset modeling role supporting valuation, forecasting, pricing, and risk management for complex asset types.
Role type
Actuary Specialist (Asset Modeling)
Builds
Asset models for production and ad-hoc analysis using Moody's AXIS and MG-ALFA
Domain
Insurance / Financial Risk Modeling
Deliverable
production ML models
Required skills
Moody's AXIS, MG-ALFA, Python, R, MATLAB, SQL, Microsoft Excel, asset modeling, structured securities, hybrid securities, cash flow behaviors, annual asset adequacy testing (AAT)
Preferred skills
FSA Designation, 3 years asset modeling experience
Technologies
Moody's AXIS, MG-ALFA, Python, R, MATLAB, SQL
Responsibilities
Develop and enhance asset data processes; translate strategic priorities into operational reality; implement complex asset types and investment strategies; execute QE asset model staging; drive asset modeling for annual asset adequacy tests (AAT)
Seniority
Specialist, hands-on IC