Ashton Lane Group

Ashton Lane Group New York, NY, USA
Jul 31, 2020
Full time
Responsibilities: Develop regulatory capital review programs to ensure compliance with relevant regulatory capital rules and regulations Serving as a Subject Matter Expert in the review and examination processes including standardized procedures to be used to guide technical and operational reviews. Proactively inform team of CFTC capital rule developments and affect necessary changes to the program as necessary Determine the approach for review, follow up, and closure of various financial statement analysis and notice filings Assist in the development of technology architecture needed to review financial statement and notice filings Establish and maintain initial and ongoing training program for examination and control teams Requirements: 8-10+ years experience in a regulatory capital, financial reporting or audit covering vanilla and complex financial derivatives Deep knowledge of risk management frameworks and market best practice including VaR and...
Ashton Lane Group Los Angeles, CA, USA
Jul 31, 2020
Full time
Responsibilities: Perform predicative modeling, competitor analysis, and rate filings in support of Professional Lines group Co-ordinate with underwriting, claims, financial, IT, digital and marketing professionals to provide actuarial support Utilize SQL, R, and Python to conduct a full range of actuarial and financial analysis and quantify performance Refine and collect appropriate data for actuarial analysis and ensures its reasonableness and accuracy Requirements: 2+ years actuarial science experience in modeling & analytics supporting multiple lines of insurance Experience doing competitor analysis using filed rating plans. Rate filing experience Experience with rate indications and calculating rate change. Predictive modeling experience Experience with at least one coding language (SQL, R, Python, SAS, VBA) Strong written and verbal communication skills. Must hold or be current pursuing ACAS designation Bachelor's degree in mathematics,...
Ashton Lane Group New York, NY, USA
Jul 31, 2020
Full time
Responsibilities: Analyze large and highly complex mortgage and credit risk datasets to reveal trends and provide input into decision making process Develop statistical models for use by Actuarial, Pricing and Structured Transaction teams covering traditional and structured products such at Credit Risk Transfers (CRT), Insurance Linked Notes, and Mortgage Risk Transfers Convert raw data into meaningful formats that drive thoughtful and insightful analysis Ensure analytic approaches are in line with model development best practices. Maintain model libraries and documentation as well as provide input to model governance and model risk Requirements: Extensive Mortgage Modeling, Econometrics, Data Science and Analytics experience Advanced proficiency in statistical modeling techniques such as linear regression, logistic regression, GLM and other machine learning techniques Strong knowledge of machine learning tools/languages (e.g. SAS, R) Practical...
Ashton Lane Group Chicago, IL, USA
Jul 31, 2020
Full time
Responsibilities: Responsible for leading the team ensuring the accuracy and robustness of the firm's key VaR, PFE and CVA models Plan and lead projects to assess soundness of the implementation, modeling approaches and business assumptions of key models used for Market Risk Management, particularly Basel III Regulatory Capital. Independently research, identify and prototype industry best modeling practices. Contribute to the development and maintenance of enterprise-wide policies and procedures for validating models in accordance with FRB 11/7 (OCC 2011-12) Interact with the business managers and developers Present validation results to senior management Coach and mentor junior staff Requirements: 5+ years of experience as a user, developer or validation of interest rate, market risk or counterparty credit risk calculation methodologies Understanding of financial asset valuation principles (loans, securities, and derivatives) as well as market risk...