Primary Responsibilities include:
•Asset Adequacy Testing - including generating liability cash flows, reviewing and utilizing AAT models analysis of results for Disability and Life segments, and sensitivity testing, with an emphasis on enhanced supervision requests
•Asset Liability Management and Replicating portfolios - including but not limited to:
◦generating liability cash flows,
◦analyzing, with an emphasis on enhanced supervision requests:
■ duration of assets and liabilities,
■cash flow matching,
■liquidity needs,
■ interest rate margins,
■investment results,
■running stochastic profitability models
•Model Validation
•Required Capital - including RBC, RAROC, Economic Capital, SIFI, IAIS, and margins in reserves with an emphasis on enhanced supervision requests
•Statutory and GAAP reserves - including PBR and IASB/FASB Insurance Contracts migration
•Experience studies, including possible improvements under an enhance supervision environment
•Examples of other possible responsibilities include client reporting and pricing initiatives
The candidate will work with colleagues in Group Insurance Actuarial, Corporate Actuarial, Finance, Financial Underwriting,
Desired Skills and Experience
•FSA or near FSA
•8+ years experience
•Required Capital under different frameworks experience helpful
•Investment / ALM experience helpful
•Valuation experience helpful
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