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Position: Actuarial Analyst
Institution: Milliman, Inc.
Location: Chicago, Illinois, United States
Duties: Designing and executing scalable dynamic hedging programs to manage equity guarantee risk and meet strategic risk management objectives. Pricing and developing new products for financial services companies Building stochastic models for risk-based capital impact analysis. Evaluating the appropriateness of exotic derivatives in reducing a company's risk exposure. Determining the impact of various risk management programs with respect to M&A transactions
Requirements: Strong quantitative background. Risk management or investment experience. Proficiency in developing stochastic models using Excel, VBA, C++, Matlab and/or other programming languages. Insurance product modeling experience, particularly equity guarantee based products. Understanding of capital markets and modern finance (option pricing, portfolio theory, etc.). Creative problem solver. Excellent project management skills, including communication and time management skills. Ability to work independently and in a team environment. Successful progress towards FSA, FRM or CFA designations
   
Text: Actuarial Analyst - FRM Actuarial Apply with LinkedIn Apply now Posted : August 10, 2017 Full-Time Chicago, IL, United States The Chicago office of Milliman Inc. is looking for bright, enthusiastic and qualified candidates to work in their Financial Risk Management (FRM) practice. We have a focused, multi-disciplinary team of actuaries, financial engineers / capital markets professionals and software developers working together to develop risk management solutions for the financial services industry. We currently advise some of the world's largest insurance companies in areas such as hedging strategy and operations, portfolio risk management, and capital requirements. Responsibilities The candidate would potentially be involved in the following types of projects: Designing and executing scalable dynamic hedging programs to manage equity guarantee risk and meet strategic risk management objectives Pricing and developing new products for financial services companies Building stochastic models for risk-based capital impact analysis Evaluating the appropriateness of exotic derivatives in reducing a company's risk exposure Determining the impact of various risk management programs with respect to M&A transactions Required Skills The ideal candidate should have experience or an understanding in a few of these topics: Strong quantitative background Risk management or investment experience Proficiency in developing stochastic models using Excel, VBA, C++, Matlab and/or other programming languages Insurance product modeling experience, particularly equity guarantee based products Understanding of capital markets and modern finance (option pricing, portfolio theory, etc.). Creative problem solver Excellent project management skills, including communication and time management skills Ability to work independently and in a team environment Results-oriented work ethic Successful progress towards FSA, FRM or CFA designations Equal Opportunity Employer/Protected Veterans/Individuals with Disabilities The contractor will not discharge or in any other manner discriminate against employees or applicants because they have inquired about, discussed, or disclosed their own pay or the pay of another employee or applicant. However, employees who have access to the compensation information of other employees or applicants as a part of their essential job functions cannot disclose the pay of other employees or applicants to individuals who do not otherwise have access to compensation information, unless the disclosure is (a) in response to a formal complaint or charge, (b) in furtherance of an investigation, proceeding, hearing, or action, including an investigation conducted by the employer, or (c) consistent with the contractor’s legal duty to furnish information. Qualifications Skills Behaviors : Motivations : Education Experience Licenses & Certifications
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