Manager, Modeling (Hybrid)

Build and analyze sophisticated models for insurance products using advanced knowledge of math and finance in support of ALM Portfolio goals.

Responsibilities

• Lead modeling activities on new and existing products using advanced financial and mathematical knowledge, technological skills, and expert judgement.
• Drive integration with existing toolsets and pipelines.
• Collaborate with key stakeholders from ALM, Risk Management, Pricing, and Financial/Risk Reporting, and Valuation.
• Serve as a company-wide expert in multiple specialties.
• Lead multiple projects, with accountability for ongoing activities and objectives.
• Review the work of others, provide direction and guidance.
• Manage advanced research projects.
• Innovate solutions.
• Champion new technologies.

Qualifications

• Bachelor’s degree in a technical/quantitative discipline such as statistics, math, actuarial science, computer science, economics, engineering, or a related business field such as finance.
• Eight years of modeling experience (or six with Master's degree) with expert knowledge in two or more products such as insurance liability, asset valuation, derivatives modeling, liquidity management, machine learning, or artificial intelligence.
• Five years of experience in advanced programming.
• Familiarity with asset liability management practices.
• Good understanding of investment and finance concepts to creatively solve analytical problems.
• Leadership skills to manage teams and projects.

Preferred Qualifications

• Advanced degree (MSc/PhD) in a quantitative field.
• Asset/derivatives modeling experience.
• Math/Finance background.
• Good programming skills (C++/Python).

Working Conditions

Hybrid office environment: 3 days in office (Philadelphia/Baltimore/Cedar Rapids).

Pay

The salary for this position generally ranges between $136,000 - $165,000 annually. Actual starting pay is determined by several factors including qualifications, experience, geography, work location designation (in-office, hybrid, remote), and operational needs. Salary may vary above and below the stated amounts, as permitted by applicable law.

This position is typically eligible for an Annual Bonus based on the Company Bonus Plan/Individual Performance and is at the Company’s discretion.