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© All Rights Reserved. ApplyBlast.com
milliman
This role involves designing and implementing models for exotic derivatives, developing risk scenarios, and calibrating capital markets models to support trading and hedge strategy performance. The position requires proficiency in programming languages like C++, C#, and VBA, along with a strong background in quantitative finance and stochastic modeling. Candidates will work within the Financial Risk Management Practice to build systems that support active hedge programs and financial projections.
Headquarters
Seattle, Washington, United States
Company Size
1001-5000 employees
Founded
1947
Milliman is a global actuarial and consulting firm that provides actuarial, risk-management, and related products and services to insurers, employers, healthcare organizations, and governments. The firm advises on insurance pricing and reserving, employee benefits and retirement, healthcare analytics, investment consulting, and enterprise risk and capital management, combining technical actuarial expertise with analytics and software. Milliman’s solutions help clients measure, manage, and protect the financial and health-related well‑being of people and organizations worldwide. The company is known for deep technical capability, proprietary models and tools, and practical, data-driven guidance across insurance, retirement, and health sectors.
Headquarters
San Francisco, CA
Company Size
201-500 employees
Founded
2018
Industry
Technology
Glassdoor Rating
4.2 / 5
Sarah Johnson
Chief Executive Officer
Michael Chen
Chief Technology Officer
Emily Williams
VP of Engineering
David Rodriguez
VP of Product
Jessica Thompson
Chief Financial Officer
Andrew Park
VP of Sales
View leadership team, funding history,
and employee contacts for milliman.
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