Actuary – Investments – Life – Remote – 9818

Actuary - Investments - Life - Remote - 9818

Published: March 31, 2023
Remote, Any
Job Type
Job ID
Yrs Exp(min)
Salary (Mid)
Matt Doman
Recruiter Phone Number


Client looking to add an Actuary in the Asset Liability Management area. Will be analyzing the risk profile of all lines of business: Life, Annuity, Retirement Plan Solutions, and Group Protection. The primary lens of the work will be through duration, present value of distributable earnings, and cash flow analysis. This position will work closely with the Investment portfolio managers to help consider the impact of hedges such as treasury locks, interest rate caps, and bond forward contracts.
Update cash flow and duration analysis dataset and seek process improvements.
Build duration walk process which quantifies the impact of model assumption changes to the liability duration.
Collaborate with the portfolio managers to set individual portfolio duration targets based off line of business duration targets.
Work with lines of business to make hedging recommendations to improve risk profile.
Develop hedging dashboard for monthly reporting, reflecting purchases, impacts to yields, duration, economic surplus, present value of distributable earnings, and hedge effectiveness.
Take ownership of hedge models for interest rate cap corridors and reverse treasury locks.
Present ALM Analytics to each line of business, explaining interest rate, equity, credit, and assumption risk to key metrics: present value of distributable earnings, economic surplus, net cash flows, and earnings at risk.
5+ years of experience in Actuarial Science
FSA designation required
Undergraduate Degree; with a concentration related to Actuarial Science
Analytical skills: ability to think critically, identify, and solve potential challenges
Ability to synthesize large volumes of data to extract insights and identify data anomalies
Ability to bring innovative thinking to improve current processes
Priority setting, time management and organizational skills
Effective written and verbal communication skills

To apply please email: Matt Doman | 630-519-5052
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