Senior Actuarial Analyst, Guaranteed Investment Strategies (New York, NY)

Job Description:

The AllianceBernstein Blend Strategies group, a highly successful and rapidly growing investment unit within AllianceBernstein L.P., is seeking a senior level actuarial analyst to lead the product development effort of investment strategies with embedded guarantees.

The analyst will report to, and work closely with, the team’s Director of Research. The analyst will also work with several of the team’s senior portfolio managers, including the Chief Investment Officer who reports directly to the firm’s Chairman and CEO. The position has strong visibility and advocacy at the most senior levels of AllianceBernstein.

Responsibilities:

• Lead creative product development initiatives for multi-asset class strategies with bounded outcomes, with particular focus on guaranteed retirement income.
• Identify and quantify potential business risks associated with new products; collaborate with internal risk management teams to develop structures or strategies to mitigate these risks.
• Shepherd product development efforts from the earliest stages of research through product launch.

• Advanced degree in actuarial science, applied mathematics, statistics or other relevant disciplines.
• FSA or near FSA with 5 years experience, or ASA with 10 years experience preferred.
• Working knowledge of “GMxB” VA product guarantees and extensive experience with hedging strategies, particularly for GMWBs.
• Extensive capital markets experience with excellent derivatives pricing knowledge.
• Experience with stochastic-on-stochastic analysis.
• Strong communication skills.

AllianceBernstein is headquartered in New York and has offices in 47 cities in 24 countries. Other U.S. offices include Atlanta, Boston, Chicago, Cleveland, Dallas, Denver, Houston, Los Angeles, Miami, Minneapolis, Philadelphia, San Francisco, San Diego, Seattle, Tampa, Washington D.C., West Palm Beach, and White Plains. AllianceBernstein also has non-U.S. investment management/research offices in London, Tokyo, Singapore, Shanghai, Mumbai, Cape Town, and Sao Paulo as well as joint venture relationships in five other cities. Additionally, there are marketing and client offices in 14 locations. As one of the world’s leading global investment management organizations, AllianceBernstein is able to compete for virtually any portfolio assignment in any developed capital market in the world.

Our Mission:

To have more knowledge and use knowledge better than any investment firm in the world. To use and share knowledge to help our clients achieve investment success and peace of mind. To place our clients’ interests first and foremost.

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