The Chinese Actuarial - Career Opportunities

Derivatives Senior Pricing Analyst opening in New York/Connecticut. Create and evaluate derivative product valuation techniques and provide analytical support for various asset classes and insurance products; develop valuation models to enhance asset liability management strategies and provide support to the insurance business units as well as the Investment department; price interest rate derivatives and Mortgage Backed Securities; assist businesses with pricing derivatives embedded in insurance products; analyze and recommend optimal derivative hedge strategies for liability management. Knowledge of interest rate and credit derivative valuation as well as Mortgage Backed Security pricing and a understanding/familiarity with fixed income derivative valuation techniques. Ph.D. in mathematics, physics, engineering, quantitative finance, econometrics or computer science with a minimum of 3 years experience working with various types of fixed income derivative valuation. Salary $open. (PR5077*)