Senior Actuary, ALM Modeling Lead

National Life Insurance Company Limited; Addison, Montpelier (TX, VT); In loco; USD 161.000 - 237.000; Tempo pieno

Descrizione del lavoro

National Life Group, headquartered in Montpelier, VT with a major operation in Addison, TX, seeks an Actuary Senior Actuary – ALM to own the enterprise ALM model and drive asset and liability projections, reinvestment strategy, and policyholder behavior analysis. This role partners with senior leaders to deliver robust ALM insights across platforms and business lines.

The successful candidate will have 10+ years of actuarial experience (8+ in ALM), an SOA credential, and hands-on MG-ALFA

Competenze

• 10+ years of progressive actuarial experience, 8+ years in ALM or asset modeling for Senior Actuary level; 5+ years in ALM work.
• Fellow or Associate of the Society of Actuaries (FSA or ASA).
• Bachelor’s degree in Actuarial Science, Mathematics, Finance, or related quantitative discipline.
• Hands-on experience building actuarial projection models on an open platform (MG-ALFA preferred).

Mansioni

• Own the design, development, and ongoing enhancement of the enterprise ALM model, including asset projection, reinvestment and disinvestment strategy, crediting strategy, and dynamic policyholder behavior.
• Model the general account investment portfolio including fixed income, structured assets, alternatives, and derivatives, and maintain economic scenario sets for ALM analysis.
• Produce, analyze, and explain ALM results, including duration, convexity, key rate exposures, cash flow matching, and earnings sensitivity.
• Translate strategic questions into modeling specifications and turn output into clear answers for senior leadership and ALCO.
• Support asset adequacy testing, ORSA, capital, and statutory reporting workstreams relying on ALM modeling.
• Collaborate with Investments on reinvestment/disinvestment assumptions and strategic asset allocation.
• Work with Enterprise Risk Management on ALM risk metrics, limits, and stress testing, and with Capital Management on projections.
• Support hedging programs for indexed products, including option budgets and indexing strategies.
• Establish and enforce best practices for ALM modeling governance and documentation.
• Perform other duties as assigned.

Conoscenze

ALM modeling

Asset projection

Cross-functional collaboration

Effective communication

Senior leadership support

Formazione

SOA (FSA/ASA)

Bachelor’s in Actuarial Science/Math/Finance

Strumenti

MG-ALFA

Economic scenario generators

Descrizione del lavoro

National Life Group, headquartered in Montpelier, VT with a major operation in Addison, TX, seeks an Actuary Senior Actuary – ALM to own the enterprise ALM model and drive asset and liability projections, reinvestment strategy, and policyholder behavior analysis. This role partners with senior leaders to deliver robust ALM insights across platforms and business lines.

The successful candidate will have 10+ years of actuarial experience (8+ in ALM), an SOA credential, and hands-on MG-ALFA