
Model Development Manager
4 days ago
Key Responsibilities:
- Lead and deliver quarterly model changes for Moody's AXIS.
- Perform independent testing, impact quantification, and justification of outcomes.
- Communicate detailed documentation regarding model updates to cross-functional teams.
- Review work done by junior team members and maintain quality of output during high-pressure deadlines.
- Act as primary liaison for Testing, Valuation, and Risk Management teams for business and model-related inquiries.
Qualifications:
- Bachelor's degree in Actuarial Science, Mathematics, Statistics, Engineering, Computer Science, or equivalent quantitative field.
- 8-10 years of experience in US life insurance with a minimum of 4-6 years of life/Annuity actuarial modeling in Moody's AXIS.
- 8-10 actuarial papers are highly beneficial.
Required Skills:
- In-depth knowledge of US Life insurance and specifically Variable Annuity products.
- Excellent understanding of US STAT/GAAP regulations.
- Expertise in Actuarial modeling - Moody's AXIS.
- Fundamental understanding of calculation of AXIS cashflows and reserves on a first-principle basis.
- Exceptional coding and troubleshooting skills in GGY AXIS modeling software.
- Knowledge of Hedging, Asset Liability modeling, and derivatives in Moody's AXIS is a plus.
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