RK - Risk
Estimated Travel Percentage (%): No Travel
Relocation Provided: Yes
American General Life Insurance Company
The Market Risk Management team manages a $50+ billion multi-asset book with responsibilities that range from: hedging, model generation, and new product design. We need a talented software engineer with strong programming skills to join our team. The software engineer will work with the Variable Annuity (VA) team and will be responsible for creating and maintaining code for both assets and liabilities and help us build and maintain a best in class valuation framework.
Code hedging and valuation frameworks in C++/C#/Python.
• Apply and promote software development best practices to encourage the design of correct, performant and flexible code.
• Document code structures and create unit/regression tests.
• Engage with stakeholders across different teams to ensure system specifications and implementations accurately reflect the business requirements.
• Work closely with IT to release code into the production framework.
• Work close with operations to ensure successful system operation and take pride in being the first point of contact for technical troubleshooting.
It has been and will continue to be the policy of American International Group, Inc., its subsidiaries and affiliates to be an Equal Opportunity Employer. We provide equal opportunity to all qualified individuals regardless of race, color, religion, age, gender, gender expression, national origin, veteran status, disability or any other legally protected categories.
At AIG, we believe that diversity and inclusion are critical to our future and our mission - creating a foundation for a creative workplace that leads to innovation, growth, and profitability. Through a wide variety of programs and initiatives, we invest in each employee, seeking to ensure that our people are not only respected as individuals, but also truly valued for their unique perspectives.
We consider qualified applicants with criminal histories, consistent with applicable law.