Vice President and Head of Data Management

Analysing and reporting of risk components through development and maintenance of stochastic simulation models

Supporting other aspects of the life reinsurance business, including financial modelling, pricing, experience studies, and performing sensitivity testing

Supervising and mentor analysts that report directly to this position

Responsibility for the development and maintenance of data warehouse to store and administer variable annuity policyholder data, and the development and production of standard and ad hoc data reports

Development and maintenance of experience studies including lapse and annuitisation 

Supervising the development of a claim verification protocol for variable annuities

Reviewing and approving traditional life reinsurance claims

Maintaining all software/systems specific to Chubb Tempest Life Re (SQL/data warehouse, Risk Agility FM, Moody’s Analytics ESG, TAI for traditional life block) and act as CTLR connection with corporate IT

Undergraduate or graduate degree in Mathematics, Finance, Economics or Actuarial Science

A minimum of seven years’ experience building actuarial models for U.S. life (re)insurance products, including models for liability projections, experience and persistency analysis, claims analysis, policy data administration, and financial/accounting data maintenance 

Strong expertise (minimum seven years’ experience) in information technology

• Must include experience with actuarial projection software, SQL programming, Excel, Access and database warehousing. Knowledge of Risk Agility FM, Moody’s Analytics ESG, and/or worker/manager structures highly desirable

Capital markets knowledge and/or experience (at least one year)-familiarity with Bloomberg, CFA designation a plus

Familiarity with stochastic modelling and economic scenario generators, via work experience or education

Genuine aptitude for working in a small team environment; and

Ability to meet tight deadlines

Successful applicant will be able to work extended hours and weekends when required