Sr. Financial Analyst, Asset Liability Management

Jackson’s Asset Liability Management (ALM) department protects the company’s capital and ensures it can meet the payouts guaranteed to customers. The team monitors market exposure using statistical models and manages risk through hedging and other strategies.

About the role

The Sr. Analyst, General Account Assets performs high-level, complex analysis in modeling and risk management of Jackson’s general account asset holdings, with a primary focus on asset modeling and support for actuarial models.

Responsibilities

• Independently model general account assets and determine modeling ramifications of asset holdings.
• Apply in-depth knowledge of annuity product designs, optional benefit features, capital market instruments (options, swaps, futures, etc.), and hedging concepts.
• Assist in preparing quarterly asset reports.
• Implement programming code changes as part of model development.
• Support testing and validation of model changes.
• Improve asset models, methods, procedures, and systems.
• Model assets for use in the MG-ALFA system, leveraging expertise in asset structures, characteristics, and features.
• Review work product of less experienced analysts and provide training as needed.
• Provide research support for other departments’ information requests.
• Perform ad hoc project analyses and other assigned duties.

Requirements

• Bachelor’s degree in finance, actuarial science, economics, mathematics, or a related field (required).
• Master’s degree or PhD in a quantitative field (preferred).
• 3+ years of experience in a similar role performing complex statistical, economic, or financial analysis (required).
• 1+ years of similar experience with a PhD (required).

Skills

• Excellent understanding of financial mathematics and modeling.
• Extensive coursework and knowledge in statistics, math, economics, finance, or actuarial science.
• Strong knowledge of financial instruments/derivatives (preferred).
• Strong quantitative and analytical skills.
• Strong problem-solving skills and attention to detail.
• Effective written and verbal communication skills.
• Proficiency with MS Excel.
• Knowledge and experience with computer programming.
• Ability to handle multiple priorities in a timely and accurate manner and adapt to changing priorities.