Senior Actuarial Analyst
Marsh McLennan • Atlanta, GA7d • Hybrid
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Senior Actuarial Analyst
Marsh McLennan•Atlanta, GA
•Hybrid
About The Position
Marsh McLennan Agency (MMA) provides business insurance, employee health & benefits, retirement, and private client insurance solutions to organizations and individuals seeking limitless possibilities. With offices across North America, we combine the personalized service model of a local consultant with the global resources of the world’s leading professional services firm, Marsh (NYSE: MRSH). As our Senior Actuarial Analyst on the McGriff Specialty Team, you will request, collect and analyze client data. Perform actuarial analysis, valuations, forecast cost projections and prepare client reports in support of Consulting Actuaries and client relationship teams.
Requirements
- Bachelor's degree in Actuarial Science, Mathematics, Finance, Computer Science, Statistics, or other analytical field or equivalent education and related training
- Microsoft Excel Expertise
- Completion of 3 or more CAS (Casualty Actuarial Society) exams
- Strong problem-solving skills
- Exceptional organizational and multiple project management skills
- Attention to detail and quality oriented
- Ability to effectively work in a team environment
- Analytical and writing skills
- Ability to work in a fast paced, deadline-oriented environment
- Demonstrated proficiency in basic computer applications
Nice To Haves
- Advanced Degrees
- Industry relevant licensing, professional credentials and continuing education
Responsibilities
- Request, collect and analyze client data.
- Perform actuarial analysis, valuations, forecast cost projections.
- Prepare client reports in support of Consulting Actuaries and client relationship teams.
Benefits
- Generous time off, including personal and volunteering
- Tuition reimbursement and professional development opportunities
- Hybrid Work
- Charitable contribution match programs
- Stock purchase opportunities
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What This Job Offers
Job Type
Full-time
Career Level
Senior
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