Actuarial Forecasting Lead

Job not on LinkedIn

🔥 12 hours ago

🗽 New York – Remote

🗽 New York – Remote

⏰ Full Time

🟠 Senior

📊 Actuary

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This company has sponsored H1B visas in the past.

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TMS, LLC

WebsiteLinkedInAll Job Openings

51 - 200 employees

Founded 2009

💼 Consulting

🏛️ Government

Consulting • Government

TMS, LLC is a technology management and advisory firm (Technology Management Solutions) that provides IT advisory and consulting, program and project management, financial management, and organizational assessment services. The company works with U. S. federal government clients — including DHS OCIO, FEMA, the National Institute of Mental Health OCIO, and TSA — to improve mission performance, reduce costs, and modernize operations. TMS emphasizes experienced staff, proven processes, mentoring and exercises for system readiness, and cost allocation/charge-back methodologies for transparency and efficiency.

📋 Description

• Build and validate probabilistic claims-frequency, cohort, and exposure models using insured-device populations, claims history, policy conditions, product mix, device age, churn, and external drivers • Produce calibrated time-phased demand distributions by client, program, model family, and horizon • Distinguish insured claims incidence from repair, replacement, substitution, and SKU-level fulfillment outcomes • Backtest assumptions, explain forecast error, and partner with Data Science to translate predicted claims into decision-ready forecasts • Model depreciation, residual values, recoverability, liquidation discounts, price volatility, liquidity, obsolescence, and concentration across mobile-device inventory • Assess claims, future supply, secondary-market prices, repair yields, and inventory holdings using stochastic scenarios, Monte Carlo simulation, expected loss, tail-risk metrics, and stress tests • Provide forward-looking risk estimates and evidence for Finance-owned monthly inventory reserve assessments • Price and assess physically settled forward purchases and sales, structured supply or offtake agreements, volume-flex commitments, and deliverable purchase/sale options • Model strike or delivery prices, optional quantities, exercise timing, specifications, grading, counterparty performance, delivery terms, and embedded optionality • Integrate demand and market-value simulations to evaluate risk-adjusted buy, hold, repair, transfer, sell, and hedge decisions • Quantify working capital, stockout exposure, purchasing premiums, expected depreciation, and tail-risk tradeoffs to propose exposure limits and hedging thresholds • Write reproducible Python and SQL models and document data lineage, parameters, validation, backtesting, assumption changes, and model limitations • Establish common risk terminology, influence planning and procurement decisions, and help develop enterprise inventory-risk methodology • Communicate probability and valuation findings to Supply Chain, Finance, Actuarial, Risk, and executive stakeholders • Serve as senior technical authority for actuarial and risk valuation methodology; mentor colleagues and coordinate cross-functional working groups

🎯 Requirements

• Hold an active professional actuarial credential (ACAS, FCAS, ASA, FSA, or recognized international actuarial equivalent) • A CERA designation alone does not replace the base actuarial credential • Demonstrated hands-on professional experience developing or materially validating insurance claims-frequency, exposure-based, or comparable insurance predictive-risk models • Demonstrated hands-on experience valuing or pricing physically delivered forward, offtake, volume-flex, commodity, or asset supply contracts with meaningful delivery obligations or embedded optionality; theoretical coursework alone is insufficient • 8+ years of relevant experience spanning actuarial modeling, enterprise or asset risk, physical-market contract economics, and quantitative decision support • Bachelor's degree in actuarial science, statistics, mathematics, quantitative finance, economics, engineering, or a closely related discipline • Advanced stochastic simulation, financial risk modeling, calibration, sensitivity analysis, tail-risk measurement, and evaluation of correlated exposure • Strong hands-on Python and SQL proficiency; ability to design models, independently inspect model code, and explain methods and commercial implications • Demonstrated ability to work with incomplete market data, communicate uncertainty, and navigate cross-functional decisions with strong ethical judgment

🏖️ Benefits

• Confidential handling of all information according to EEO guidelines

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