Senior Model Validator - Actuarial & Risk Analytics

MassMutual; Hartford (CT); On-site; USD 120,000 - 160,000; Full time

Job summary

MassMutual seeks a Model Validator to join the Model Validations Team within Enterprise Risk Management. You will conduct independent validations across actuarial, financial, risk, investment and capital models to support pricing, reporting and risk mitigation.

You will collaborate with data scientists, actuaries and business leaders, design tests, validate calculations and document findings in alignment with governance policies.

Qualifications

• Bachelor’s degree in Actuarial Science, Finance, Econometrics, Statistics, Mathematics, Physics or another quantitative discipline.
• 5 years of direct experience in one of: Capital markets/investment risk, asset pricing models, liability hedging strategies, statistics.
• 3 years of experience with Microsoft Excel, Access, and VBA.
• 3 years of experience with Python.

Responsibilities

• Build relationships with modelers, data scientists, actuaries and business leaders at MassMutual.
• Participate in design, development and implementation of new models as a risk advisor.
• Conduct model validations per governance policy and timelines using actuarial, asset pricing and regulatory expertise.
• Assess model design, methodology, applicability and resilience under evolving environments.

Skills

Model validation

Python

Excel

VBA

Statistical methods

Education

Bachelor’s degree in Actuarial Science, Finance, Econometrics, Statistics, Mathematics, Physics

Tools

Prophet

GGY AXIS

Moody’s asset models

Job description

MassMutual seeks a Model Validator to join the Model Validations Team within Enterprise Risk Management. You will conduct independent validations across actuarial, financial, risk, investment and capital models to support pricing, reporting and risk mitigation.

You will collaborate with data scientists, actuaries and business leaders, design tests, validate calculations and document findings in alignment with governance policies.