Jobs at Milliman

Provide quantitative leadership for large-scale ALM and dynamic hedging mandates, design valuation/risk/attribution models for liabilities, assets and derivatives, develop stochastic models for retirement products, mentor analysts, manage client relationships, collaborate with cross-functional teams, and support business development across Australia and Asia-Pacific.

Develop and maintain stochastic, valuation and risk models supporting ALM, dynamic hedging, derivative overlays and retirement income products. Produce risk and performance reporting, collaborate with capital markets and quantitative developers, leverage internal systems and platforms (e.g., Bloomberg MARS), and present findings to stakeholders while supporting automation and quantitative capability enhancements.