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Actuarial Manager - ALM

Location:..., Mumbai, Maharashtra, India
Job Type:Permanent
Posted:9th Feb 2010
Closing Date:9th Dec 2011
Posted By:Jobs4Actuary.com
Details:
Actuarial Manager - ALM

Position: Actuarial Manager - ALM

Company: Insurance Organization

Location: India

Job ID: 18975



RESPONSIBILITIES:

- We urgently require a grade IV for Risk. Mentioned below are the position details:
- The selected candidate will be a part of the actuarial risk management team and will be working on:
- Preparing models for calculating cost of guarantee for guaranteed products.
- Monitoring asset-liability durations as a part of ALM of various fund of the company.
- Conducting resilience tests on the balance sheet.
- Preparing risk dashboards.


QUALIFICATIONS:

- Masters degree in Mathematics / Statistics from a good institute. Candidates with a Masters degree in Actuarial science may be considered.
- The candidate should be actively pursuing actuarial exams and should have passed at least 4 CT series exams.
- We are looking for a candidate with 2-3 years of actuarial experience in a life insurance company. Ideally, the candidate should have worked as part of modeling or reporting team.
- Very good knowledge of Prophet is a must.
- The role requires very good modeling skills.
- The candidate should be very comfortable with modeling in VBA.
- Prior experience of modeling in Prophet is desirable but not necessary
- Proficiency in excel is a must.
- Knowledge of interest rate models.
- Pricing of derivatives, concept of risk-neutral pricing.
- Some exposure to EV / MCEV / Solvency 2.
 
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