Lead Modeling Architect: Insurance, Risk & ALM

Aegon; United States; Hybrid; USD 136,000 - 165,000; Full time

Job summary

Aegon in the United States seeks a senior actuarial modeler to build and validate sophisticated models for insurance liabilities, investments and portfolios. You will lead multiple modeling projects, collaborate with valuation and risk teams, and apply advanced analytics to improve risk-adjusted returns.

The role requires extensive actuarial and programming experience, strong knowledge of ALM practices, and leadership capabilities to guide colleagues and drive initiatives across the organization.

Qualifications

• Bachelor’s degree in a technical/quantitative field required.
• Eight years modeling experience (six with a Master’s) with expert knowledge in two or more products.
• Five years of experience in advanced programming or actuarial systems customization.
• Familiarity with asset liability management practices.
• Strong understanding of investment and finance concepts.
• Leadership experience managing teams and projects.

Responsibilities

• Lead modeling on insurance liabilities, assets and derivatives.
• Assess risk including equity, interest rate, credit, liquidity and other risks.
• Collaborate with stakeholders from valuation, ALM, risk reporting and finance.
• Apply risk methodologies and build efficient models and processes.
• Guide junior colleagues and manage multiple projects across teams.

Skills

Leadership

Advanced modeling

Education

Bachelor's degree in statistics/math/actuarial science/CS/economics/engineering/finance

Advanced degree

Tools

Python

C++

VBA

Job description

Aegon in the United States seeks a senior actuarial modeler to build and validate sophisticated models for insurance liabilities, investments and portfolios. You will lead multiple modeling projects, collaborate with valuation and risk teams, and apply advanced analytics to improve risk-adjusted returns.

The role requires extensive actuarial and programming experience, strong knowledge of ALM practices, and leadership capabilities to guide colleagues and drive initiatives across the organization.