Senior Actuarial Consultant, Asset Modeling
Job Opportunity: Senior Asset Modeling Analyst - Fixed Income & Derivatives
A leading financial services firm is seeking a highly skilled Senior Asset Modeling Analyst to join its centralized asset modeling team. This team plays a critical role in overseeing the firm's general account portfolio, including the configuration, validation, valuation, and projection of fixed income and derivative assets. These efforts support financial reporting, regulatory compliance, internal forecasting, stress testing, and strategic initiatives such as mergers and acquisitions.
The ideal candidate will bring deep expertise in asset modeling, particularly in fixed income and derivatives, and will contribute to expanding coverage into international markets as the firm grows its global footprint. This role offers a hybrid work arrangement based in either Hartford, CT or Charlotte, NC, with remote options considered for exceptional candidates.
Key Responsibilities:
- Integrate new investment deals into the firm's asset modeling framework using Moody's GGY AXIS.
- Maintain and execute ALM models, including asset holdings and reinvestment strategies.
- Evaluate and propose more capital-efficient ALM and derivative strategies.
- Support enhancements to valuation models, quality controls, and reporting tools.
- Collaborate with investment, finance, and actuarial teams to ensure regulatory-compliant and best-in-class modeling practices.
- Provide analytical support and insights to stakeholders across the organization.
- Coordinate with model governance and risk teams to ensure robust implementation of modeling changes.
- Work closely with investment operations, accounting, and IT to secure accurate data inputs.
Qualifications:
- Bachelor's or advanced degree in mathematics, statistics, actuarial science, or a related field.
- ASA, FSA, or CFA designation (or in progress) preferred.
- At least 5 years of experience in insurance or financial services, with a focus on asset modeling.
- Proficiency in Moody's GGY AXIS or similar actuarial modeling tools.
- Familiarity with regulatory frameworks such as US CFT or Bermuda EBS is a plus.
- Strong SQL skills and experience with database-driven automation.
- Solid understanding of fixed income instruments, derivatives, and pricing methodologies.
- Ability to deliver high-quality analysis under tight deadlines.
FAQs
Congratulations, we understand that taking the time to apply is a big step. When you apply, your details go directly to the consultant who is sourcing talent. Due to demand, we may not get back to all applicants that have applied. However, we always keep your CV and details on file so when we see similar roles or see skillsets that drive growth in organisations, we will always reach out to discuss opportunities.
Yes. Even if this role isn’t a perfect match, applying allows us to understand your expertise and ambitions, ensuring you're on our radar for the right opportunity when it arises.
We also work in several ways, firstly we advertise our roles available on our site, however, often due to confidentiality we may not post all. We also work with clients who are more focused on skills and understanding what is required to future-proof their business.
That's why we recommend registering your CV so you can be considered for roles that have yet to be created.
Yes, we help with CV and interview preparation. From customised support on how to optimise your CV to interview preparation and compensation negotiations, we advocate for you throughout your next career move.