ASSET LIABILITY ANALYST needs 2 + years of modeling or other actuarial experience
ASSET LIABILITY ANALYST requires:
• Bachelor's degree in Quantitative field
• 2 + years of modeling or other actuarial experience
• Excel, VBA, Python and PowerPoint skills
• Pension experience, or annuity experience
• Coding skills, such as python
• Asset knowledge
• Strong analytical, verbal and written skills
• Attention to detail and able to conduct calculation and analysis accurately
ASSET LIABILITY ANALYST duties:
- Ø Calculate Economic Capital and conducting associated analysis related to asset liability model outputs
- Ø Run stochastic projection models and python scripts to calculate returns for financial subsidiaries and feed returns into scenario file
- Ø Run Excel/VBA macros and produce analytical results
- Ø summarize results and assist in putting power point slides together
- Ø Provides actuarial, and quantitative assistance with respect to asset liability analyses.
- Ø May assist in financial analysis, surplus evaluation, running stochastic models, Excel VBA macros and python script.
- Ø Apply understanding of applicable laws and regulations to specific job functions.
- Ø Leverage mathematical, analytical and programming skills and knowledge of actuarial / financial concepts to perform tasks and analyses, and resolve difficult issues