Ashton Lane Group, Inc

Investment Actuary Analyst



Responsibilities:

• Coordinate with Pricing and Valuation teams on regular product updates and hedging strategies improvements.

• Assist with coding and implementation of hedging system enhancements to incorporate new products and methodology improvements.

• Test and document the validation of MG-Hedge model against pricing model for new product implementation.

• Assist with regular actuarial assumption analysis and scenario testing.

• Perform sensitivity tests on actuarial assumptions to understand the impact of the assumptions update.

• Review assumptions implemented in MG-Hedge model to ensure consistency with assumption documents.

• Use MG-Hedge to perform sensitivity testing for variable annuity riders.

• Perform standalone MG-Hedge valuation for policies that requested by Pricing.

• Reconcile actuarial valuation cash flow outputs with production output for audit requests.

• Work with IT on Hedge Extracts for hedge inventory updates upon new products onboarding.

• Provide support in testing implementation of new products, assets, and valuation methods within the department.

• Participate in development of actuarial models, including programming, testing and documentation for auditing.

Requirements:

• 2 - 5 years market risk, quantitative, and/or actuarial experience required.

• Understanding of the risk and volatility associated with its living benefits caused by changes in the equity markets, interest rates, and market volatility

• Experience with actuarial valuation and/or product development for variable annuities

• High proficiency in MS Excel and VBA required. Programming experience with SAS and C++ a plus.

• Actuarial exam progress required. ASA preferred. CFA, PRM or CQF also desirable.

• Bachelors / Masters in mathematics, actuarial science, computer science, or related field required.

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