【You need to have】

1+ years of production experience in Python, R, or other programming languages.
Experience in utilizing existing actuarial modeling software (Excel VBA) for pricing, valuation, and/or risk management.
Building or reviewing current models, optimizing current models with adjustments and improvements, when appropriate.
Able to create models that handle and maintain price level, price structure, and profitability for existing products.
Recognize pricing assumptions and the appropriate premiums, interests margins, reserves, and cash values for modeling.
Performs highly complex analysis/design, coding and testing in support of project responsibilities.
Implementation of data controls and system improvements related to the valuation processes.
Work on Statutory, GAAP, and Tax valuation for Pension Risk Transfer (PRT), Stable Value and Spread Lending. You will also be involved in running projections for business Plan, RBC, and Cash Flow Testing.
Support in running projection models for RBC, Loss Recognition Testing (LRT), Business Plan and Asset Adequacy Analysis.
Collaborate with backend engineers to influence the design, alignment, and implementation of technical standards.

【It will be nice to have】

Advanced knowledge of industry pricing and valuation software and techniques
Experience combining data science and actuarial methodologies
Experience building GLMs or tree-based models
Advanced degree in a quantitative field such as Mathematics, Statistics, or Economics
Experience with Parallel Computing
Experience with Non-SQL (MongoDB) Schema Design and Query

【We’d love to see】

你必須得具備：

一年以上使用 Python、R 等程式語言的開發經驗。
使用既有精算建模軟體（Excel VBA）進行定價、評價、和/或風險管理的經驗。
建立或評介現有精算模型，並適時調整以優化模型的能力。
能夠替既有保險商品建立用於處理和維護價格水平、價格結構和盈利能力的精算模型。
能夠識別定價假設以及適當的保費、利差、保價金、現金價值等以進行建模。
能夠執行高度複雜的分析/設計、程式編碼和測試，以完善整個產品開發專案。
能夠進行與精算評價流程相關的資料控制和系統改善。
從事 Pension Risk Transfer (PRT)、Stable Value、Spread Lending 的 Statutory、GAAP、和 Tax valuation，也會參與 Business Plan、RBC、現金流測試的運行預測。
支援運行用於 RBC、Loss Recognition Testing (LRT)、Business Plan、和 Asset Adequacy Analysis 的預測模型。
與後端工程師合作優化技術標準的設計、調整和實施。

【nice to have】

【We’d love to see】

CakeResume Job Search

Actuarial Analyst / Data Scientist｜資深精算資料科學家【產險／壽險各一人】【月薪 100K 以上】