Asset Testing Lead (Woodland Hills, CA):

American General Life Insurance Company   Woodland Hills, CA   Full-time     Other
Posted on February 4, 2024
Asset Testing Lead (Woodland Hills, CA): Lead the Assets/ALM testing team to maintain the asset aspect of AXIS models for all product lines and deliver the model to stakeholders according to set priorities. Keep the asset model up to date with new product offerings. Test and maintain economic model calibration processes and economic scenario generators, including Hull White Model, Bates Model, Local Volatility Model, and Inverse Gamma Model. Work with model validation; asset liability management; capital markets; financial engineering; and, financial instruments, including financial derivatives, fixed-income securities, and structured securities. Reqs. Bachelor's degree + 5 yrs exp. Salary Range: $142,854.00 - $148,300.00 per year. Email resume to or mail resume to American General Life Insurance Company, Ref# D59AIGCA, Attn: Michelle Visconti, 30 Hudson Street, Floor 19, Jersey City, NJ 07302. No phone calls.