OVERALL RESPONSIBILITY:
• Model, test and run products in QRM system, our ERM economic
value model
• Perform Excel-based analyses and programming to support overall
economic value and economic capital assessments and attribution
• Work with systems, line of business actuaries, and ERM staff in
optimizing efficiency of data feeds used, production and testing for
economic analyses
• Facilitate governance, execution, and enhancements to a robust,
repeatable, high quality production process for economic value reporting
• Manipulate output from ERM systems to create meaningful reports
and interpret results for communication to management as well as to perform
attributions and validations
• Provide general modeling support and analysis for the ERM
function
• Actively contribute in team discussions and development
• Support presentation of economic results to business and
corporate stakeholders explaining the results, drivers, and potential
mitigation actions for consideration
REQUIRED QUALIFICATIONS:
• A bachelors or advanced degree in a quantitative field (i.e.,
financial engineering, math, physics, engineering, actuarial science) and at
least 5 years of related work experience
• Fellowship in the Society of Actuaries- FSA (Associates- Career
ASA will be considered)
• Good knowledge of life actuarial concepts (e.g., actuarial
mathematics, interest rate modeling, insurance product knowledge) and
exceptional modeling skills
• Knowledge or experience in a range of insurance products (e.g.,
traditional life, universal life, fixed and variable annuities, retirement
products)
• Proficient in at least one programming language; strong VBA
skills preferred and knowledge of Excel, Access, and SQL is a plus
• Strong communication skills with ability to present complex
information in a simplified form
• Self-motivated and independent thinker with preference to
collaborating in a team environment
PREFERRED QUALIFICATIONS:
• Demonstrated ability to multi-task assignments and work in a
matrixed organization
• Effective time management, planning and organization skills
• Prior life insurance industry experience
• Drives continuous improvement and efficiencies beyond own scope
of responsibility
• Experience with enterprise risk management and economic capital
preferred
• Knowledge of and experience with QRM a plus
