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Selby Jennings

London, United Kingdom

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Quantitative ALM/Hedging Model Manager
We are partnered with a head of modeling hiring a Quantitative ALM/Hedging lead in NY. you'll be expected to develop/implement complicated ALM/Hedging models and lead the maintain model infrastructure. It's newly created role for the firm that's looking to hire an experienced candidate who can work autonomously, own their model infrastructure comprised of complex ALM/Hedging and actuarial models focused on insurance products, specifically for the fixed index annuity/variable annuity space. Ideal Candidates for the Quantitative ALM/Hedging Model Manager will have: 5+ years of experience developing ALM models within the insurance space 10+ years of experience in a diversified life and annuity or financial or actuarial consulting


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