Major Investment Bank in NYC is looking for a PhD Level Quant with experience using Insurance Company/Actuarial Modeling systems. The successful candidate will run scenario inputs regarding economic and mortality assumptions on pools of universal life insurance policies using Actuarial Models to project future asset/liability cashflows. Candidates must have 3+ years of hands on experience working on insurance/actuarial models in model review, validation and scenario analysis. The firm is looking for this candidate to provide valuable insights and expertise for the bank's insurance products. Candidates must have PhD in physics, engineering, or math with solid C/C++, VBA or Java programming skills

To apply: Refer to Job#6343 -PhD's and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.

ANALYTIC has been in business since 1980. We specialize in recruitment of people with strong analytical skills. Our nationwide practice covers all major business areas including Finance, Marketing, Operations, Planning, E-commerce and Systems. Our expertise is in staffing positions that emphasize superior analytical talent and the use of advanced quantitative / modeling techniques and technology in business decision making ranging from junior to senior positions. We work closely with our clients and are very deliberate in matching skills, career goals and positions.