Major Investment Bank in NYC is looking for a PhD Level Quant with experience using Insurance Company/Actuarial Modeling systems. The successful candidate will run scenario inputs regarding economic and mortality assumptions on pools of universal life insurance policies using Actuarial Models to project future asset/liability cashflows. Candidates must have 3+ years of hands on experience working on insurance/actuarial models in model review, validation and scenario analysis. The firm is looking for this candidate to provide valuable insights and expertise for the bank's insurance products.
Candidates must have PhD in physics, engineering, or math with solid C/C++, VBA or Java programming skills