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Posted: Wednesday, August 9, 2017 12:45 PM

Position Description:

Position Summary:

AIG’s Investment Analytics Group supports the Chief Investment Office with development and support of analytic models to manage market risks associated with hedged liabilities. The Senior Quantitative Analyst will be part of the team to develop AIG's enterprise-wide ALM risk system. The system will provide daily market consistent valuation of liabilities to allow Investment and Risk Management to conduct hedging activities, exposure limits management, market exposures of the liabilities measurements, and to develop investment strategies based on the risk characteristics of the liabilities.

This candidate will assist in implementation and assumptions update processes, perform and analyze risk neutral and real world valuations for annuity products, fine tune liability attribution analysis, and collaborate with business module owners to support any valuation initiatives.

Position Requirements:
Job Requirements:

  • Bachelor's degree or above required.
  • Strong quantitative and analytical skills.
  • Experience with GGY Axis or other actuarial modeling applications preferred.
  • More than 2 years of actuarial experience preferred.
  • Candidate who is pursuing FSA through the Quantitative Finance and Investment (QFI) track is preferred.
  • Prior variable annuity and/or hedging experience is a plus.
  • Advanced level Excel VBA and SQL Server knowledge is a plus.
  • Ability to work independently and in a team environment.

About Us:
American International Group, Inc. (AIG) is a leading global insurance organization. Founded in 1919, today we provide a wide range of property casualty insurance, life insurance, retirement products, mortgage insurance and other financial services to customers in more than 100 countries and jurisdictions. Our diverse offerings include products and services that help businesses and individuals protect their assets, manage risks and provide for retirement security. AIG common stock is listed on the New York Stock Exchange and the Tokyo Stock Exchange.

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• Location: Manhattan

• Post ID: 106336938 manhattan
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