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  Job: # 4015 Life Actuary
 
Senior Area
  Associate Actuary
Region: North East State: NJ    
Experience:
3Yrs.      
Credentials: ASA
Salary:
Mid: $97,000 Max: $ Bonus:  0-35%
Description:
Will participate in developing and maintaining in-house hedging strategy projection system, which involves stochastic projections, risk-neutral liability valuations, derivative pricing and valuation, and trading simulation. This position will also be required to aid in the development of models to evaluate and price new VA capital market guarantees and funds, to build and test scenario generators, and to assist any other quantitative and model work regarding the hedge group's activities. Looking for Experiences in annuity pricing, valuation, and VA dynamic hedging desired. Actuarial credentials - ASA or FSA required. Strong skills in Excel/VBA and C/C++ programming required. Other desirables: Understanding of derivatives, such as options/futures/swaps.
Contact: Matt Doman
Email: doman@scinternational.com
Phone: (800) 543-2553

 

 
 

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Page Last Updated: 9/3/2010