Actuary, Modeling & ALM (Prophet)

Martello Re•City of Hamilton, NC

2d•Remote

About The Position

Essential Job Duties and Responsibilities Lead execution and review of standardized monthly Prophet projections for US GAAP, Bermuda EBS/BSCR, Liquidity Risk, FP&A, Embedded Value, and Economic Capital / Stress Testing Own the design, development, enhancement, and ongoing maintenance of Prophet models for annuity reinsurance business, including product structures, assumptions, projection logic, and controls Serve as the technical owner of Prophet model architecture, ensuring models are fit‑for‑purpose, well‑governed, and aligned with evolving methodologies, regulatory requirements, and business needs Run complex Prophet‑based projections and compile, analyze, and interpret results to support valuation, pricing, forecasting, and capital management activities Perform advanced Prophet model validation, including independent replication, sensitivity testing, assumption analysis, and documentation of key controls, limitations, and findings Support ALM and capital planning by developing and interpreting asset‑liability metrics, liquidity projections, and risk-adjusted performance indicators derived from Prophet outputs Partner closely with the Investments team, supporting asset projection methodologies and integrations that feed Prophet models and enable actionable, data‑driven insights Support the enhancement, automation, and streamlining of Prophet‑based economic models, including internal capital models, liquidity risk frameworks, embedded value, and collateral management Serve as a technical mentor and subject‑matter expert in Prophet, providing guidance, model review, and best-practice support to junior actuarial staff Clearly communicate Prophet assumptions, results, movements, and recommendations to senior management through high‑quality presentations and written materials Other tasks as assigned

Requirements

Bachelor’s degree in actuarial science, mathematics, statistics, business, or related field required
FSA designation required
Minimum of 5 years of actuarial experience with significant, hands‑on Prophet modeling responsibility
Direct experience building, enhancing, and owning Prophet models for annuity products is mandatory
Prior experience in Life & Annuities insurance or reinsurance, with reinsurance experience strongly preferred
Advanced, hands‑on expertise in FIS Prophet is non-negotiable, including model build, enhancement, execution, validation, and governance
Experience and expertise with Prophet ALS is preferred
Strong understanding of annuity product mechanics, cash‑flow modeling, and reinsurance structures
Advanced technical skills in actuarial modeling tools and/or programming languages (e.g., Prophet, Python, R)
Advanced Microsoft Office skills (Excel, Word, PowerPoint)
Proven ability to manage multiple priorities and meet deadlines in a fast‑paced environment
Strong analytical, problem‑solving, and attention‑to‑detail skills
Ability to clearly communicate complex modeling concepts to both technical and non‑technical stakeholders
Ability to work independently and collaboratively, including leading or managing a small team as needed
High ethical standards and professional integrity

Responsibilities

Lead execution and review of standardized monthly Prophet projections for US GAAP, Bermuda EBS/BSCR, Liquidity Risk, FP&A, Embedded Value, and Economic Capital / Stress Testing
Own the design, development, enhancement, and ongoing maintenance of Prophet models for annuity reinsurance business, including product structures, assumptions, projection logic, and controls
Serve as the technical owner of Prophet model architecture, ensuring models are fit‑for‑purpose, well‑governed, and aligned with evolving methodologies, regulatory requirements, and business needs
Run complex Prophet‑based projections and compile, analyze, and interpret results to support valuation, pricing, forecasting, and capital management activities
Perform advanced Prophet model validation, including independent replication, sensitivity testing, assumption analysis, and documentation of key controls, limitations, and findings
Support ALM and capital planning by developing and interpreting asset‑liability metrics, liquidity projections, and risk-adjusted performance indicators derived from Prophet outputs
Partner closely with the Investments team, supporting asset projection methodologies and integrations that feed Prophet models and enable actionable, data‑driven insights
Support the enhancement, automation, and streamlining of Prophet‑based economic models, including internal capital models, liquidity risk frameworks, embedded value, and collateral management
Serve as a technical mentor and subject‑matter expert in Prophet, providing guidance, model review, and best-practice support to junior actuarial staff
Clearly communicate Prophet assumptions, results, movements, and recommendations to senior management through high‑quality presentations and written materials
Other tasks as assigned