Quantitative Analytics Developer

  • Competitive Base & Bonus
  • Philadelphie, PA, États-Unis
  • CDI, Plein-temps
  • Ashton Lane Group
  • 17 nov. 17 2017-11-17

Responsible for developing methodology and maintaining the asset and liability models supporting the annuities hedging program for a national financial firm.

Responsibilities:

  • Develop models for financial products including insurance guarantees and various assets, particularly derivatives.
  • Advance technical design discussions regarding economic modeling of financial instruments.
  • Support product development initiatives including developing and improving the annuity simulation engine, reviewing pricing strategies, assumptions, and product features.
  • Prepare technical documentation including methodology, process, and design documentation
  • Present and communicate technical matters to a wide range of technical and non-technical audiences.
  • Monitor and implement best practices in high performance computing and financial modeling
  • Partner with Risk IT team to productionize models
  • Provide direction on complex assignments, projects, and/or initiatives to build and enhance the capability of his/her assigned area(s) of responsibility.
  • Continually looks for opportunities to add value to the enterprise by partnering with the businesses on strategic projects.

Requirements:

  • 5+ years’ experience model development with strong analytical problem solving skills
  • Exposure to insurance guarantees/actuarial modeling preferred but not required
  • Demonstrated understanding of option theory and risk measure. Understanding of Monte Carlo Simulation techniques and modeling of market factors.
  • Ability to read and write code - Broad experience with or knowledge of C++, Python, Matlab, and VBA
  • Excellent verbal and communication skills
  • Master’s/PhD in mathematics, actuarial science, statistics or finance preferred

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

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