Actuary programmer?

lundi 29 septembre 2014

I recently saw some actuary ads that hire programmers.



Is it career suicide for an actuary or trainee to take this type of job?



I am a quant with c++ skills and looking to gain some actuary experience while taking exams. Is it advisable to consider these type of work? Will I be able to move to more traditional actuary work after I get ASA/FSA?



Thanks, your comments are greatly appreciated.





Example ad:



Programmer (CUDA, C++/C#), Capital Markets Hedging



JOB DESCRIPTION:



The Modeling and Analytics group, within Capital Markets Hedging is responsible for asset and liability modeling, R&D, analysis, and broad strategic quantitative support of pricing, hedging, and valuation of VA guarantees.



Responsibilities:

• Support and develop asset and liability modeling tools that utilize GP GPU technology.

• Research and implement complex interest rate, equity, and inflation models used in valuation of domestic and international products and ESG solutions across the company.

• Research and implementation of innovative methods in large scale Monte Carlo simulation.

• Support analysis and research related to implementation of hedging strategies.

• Modeling of new types of insurance products with embedded capital markets risks.





Actuary programmer?

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