Actuarial resumes fail at the exam disclosure that matters most. "5 actuarial exams passed — currently studying for Exam 6" is on the majority of associate-level actuarial CVs and tells an actuarial manager almost nothing: which five exams, which society, which months, and what is the current registration status? An actuarial candidate who has passed SOA Exams P (June 2022), FM (December 2022), IFM (June 2023), STAM (December 2023), and SRM (May 2024) — and is currently registered for Exam LTAM sitting December 2026 — has documented a specific exam trajectory that implies timeline to ASA and signals technical preparation level for both life/health and P&C modelling. The exam list by name and date is the actuarial credential equivalent of a CPA listing their state board licence number: it's specific, verifiable, and the first thing an actuarial hiring manager reads.

What Actuarial Managers and Chief Actuaries Look for in 2026

Actuarial hiring divides cleanly by society and work area. CAS (Casualty Actuarial Society) actuaries work in P&C (property and casualty) insurance — reserving, pricing, and catastrophe modelling. SOA (Society of Actuaries) actuaries work in life insurance, health insurance, retirement/pension, and enterprise risk management. IFoA (Institute and Faculty of Actuaries) is the UK/EU/Commonwealth equivalent. The two societies share the preliminary exams (P, FM, IFM) but diverge at the intermediate and fellowship level, and an actuarial CV that doesn't clearly indicate the society and the exam path creates ambiguity about which practice area the candidate is pursuing.

For P&C actuaries (CAS track), the primary technical credential signals are: loss reserving methodology (chain ladder, Bornhuetter-Ferguson, Cape Cod — the standard triangle-based methods; and the scenarios where each is preferred); pricing experience (loss cost development; rate adequacy analysis; indicated rate change vs filed rate change; experience rating; retrospective rating; ISO loss cost filings); and catastrophe modelling platform experience (RMS or AIR Worldwide — the two dominant CAT model platforms in the US market; both are widely used by P&C insurers, reinsurers, and brokers).

For life/health actuaries (SOA track), the primary signals are: valuation methodology (GAAP reserve vs Statutory reserve; VM-20 principle-based reserving for life insurance; LDTI — Long Duration Targeted Improvements, ASC 944 — the GAAP accounting standard update for insurance contracts adopted 2023; IFRS 17 for international companies); pricing for life, health, or annuity products; and modelling system experience (MG-ALFA, GGY AXIS, Prophet — the major actuarial projection systems used in life insurance valuation and ALM).

For pension actuaries (EA — Enrolled Actuary credential under JBEA), the key signals are: defined benefit plan valuation (PPA (Pension Protection Act) minimum funding; AFTAP calculation; Schedule SB preparation and signing authority for enrolled actuaries); PBGC premium calculations (flat-rate + variable rate premium); and ASC 715 (FAS 87/88) accounting disclosures for corporate sponsors.

ATS Keywords for Actuary Resumes

  • Title variants: Actuary, Associate Actuary, Senior Actuary, Consulting Actuary, P&C Actuary, Property and Casualty Actuary, Life Actuary, Health Actuary, Pension Actuary, Retirement Actuary, Pricing Actuary, Reserving Actuary, ERM Actuary, Reinsurance Actuary, Catastrophe Risk Analyst, Risk Actuary, Actuarial Analyst, Senior Actuarial Analyst, Actuarial Associate, Actuarial Student
  • Credentials and exams: FCAS, ACAS, FSA, ASA, CERA, EA, Enrolled Actuary, IFoA, FIA, AIA, Exam P, Exam FM, Exam IFM, Exam LTAM, Exam STAM, Exam SRM, Exam PA, Exam MAS-I, Exam MAS-II, CAS Exam 5, CAS Exam 6, VEE, SOA, CAS, IFoA, JBEA
  • P&C reserving and pricing: loss reserves, IBNR, IBNER, case reserves, development triangles, chain ladder, Bornhuetter-Ferguson, Cape Cod, frequency-severity, Schedule P, loss development factors, tail factor, loss ratio, combined ratio, expense ratio, indicated rate change, rate adequacy, loss cost, ISO, experience rating, retrospective rating, excess of loss, reinsurance
  • Life, health, pension: actuarial valuation, statutory reserve, GAAP reserve, VM-20, principle-based reserving, LDTI, ASC 944, IFRS 17, mortality table, VBT, SOA experience study, premium rate, profit testing, asset share, defined benefit, PPA, AFTAP, Schedule SB, PBGC, ASC 715, FAS 87, lapse rate, persistency
  • Catastrophe and risk: RMS, AIR Worldwide, AIR, Karen Clark, catastrophe model, CAT model, probable maximum loss, PML, average annual loss, AAL, exceedance probability curve, OEP, AEP, economic capital, ORSA, Solvency II, RBC, DCAT
  • Software: R, Python, SAS, Excel VBA, ResQ, Milliman ResQ, MG-ALFA, GGY AXIS, Prophet, FIS Prophet, Moses, Slope, ChainLadder (R package), actuar, scikit-learn, pandas
  • Long-tail phrases: actuary resume, actuarial resume, actuarial analyst resume, actuary cv, actuary resume examples, actuary resume 2026, how to write an actuary resume, CAS actuary resume, SOA actuary resume, P&C actuary resume, life actuary resume, pension actuary resume

Placement: Exams listed by name (not count) with month/year passed — in credentials or a dedicated Actuarial Exams section. Society clearly stated (SOA, CAS, IFoA). Current exam candidacy with sitting date if registered. Software stack with actuarial-specific tools (ResQ, AXIS, R ChainLadder). Reserving and pricing methodology named. Work area differentiation (reserving vs pricing vs valuation vs ERM).

Actuary CV Structure and Two Example Bullets

Section order: 1. Actuarial Credentials — Society (SOA or CAS or IFoA); exams passed by name with month/year; current exam status (registered for Exam X, sitting Month Year); VEE completions; CERA or EA if applicable 2. Technical Skills — Software by category: reserving (ResQ, R ChainLadder); valuation (MG-ALFA, GGY AXIS, Prophet); CAT modelling (RMS, AIR); statistical (R, Python, SAS); Excel (VBA, actuarial triangle templates) 3. Work Experience — reverse chronological; company type (P&C insurer, life insurer, consulting firm, reinsurer, regulator, pension consulting); line(s) of business; specific methodology (chain ladder, BF, Cape Cod for reserving; pricing tools; VM-20 for life); product types; regulatory filings contributed to; software used on the job 4. Education — bachelor's or master's in actuarial science, mathematics, statistics, or quantitative finance; GPA (include if above 3.5 — actuarial hiring is GPA-sensitive at the analyst level); relevant coursework (probability, mathematical statistics, financial mathematics, survival models)

Example 1 — Actuarial Analyst, P&C Insurance (CAS path):

"Actuarial Analyst, CAS: Exams passed: P (June 2021, 1st attempt); FM (November 2021, 1st attempt); IFM (May 2022, 1st attempt); MAS-I (November 2022, 1st attempt); MAS-II (May 2023, 1st attempt); CAS Exam 5 — Basic Techniques for Ratemaking and Estimating Claim Liabilities (November 2023, 2nd attempt); VEEs complete (Economics — Purdue online; Corporate Finance — SOA course; Mathematical Statistics — university transcript); currently registered: CAS Exam 6 — Regulation and Financial Reporting (October 2026); target ACAS: 2027: [Company name] (mid-size P&C insurer; $1.2B net written premium; 6 lines: commercial auto, general liability, workers' comp, commercial property, homeowners, personal auto; Actuarial department: 2 FCAS + 4 ACAS + 6 actuarial analysts; reserving team: 3 analysts including self; software: ResQ (Milliman), R (ChainLadder package), SAS, Excel VBA): reserving (primary responsibility — commercial auto and workers' compensation): quarterly reserve indications (each quarter-end; ResQ triangle build + R analysis + Excel output for actuarial management review): commercial auto: 6 development triangles (paid loss; incurred loss; paid ALAE; incurred ALAE; paid counts; closed counts); methods: chain ladder (selected for developed lines — accident years 2018-2023 with 20+ quarters of data); Bornhuetter-Ferguson (selected for current accident year and tail estimation — used industry loss ratio from ISO as a priori); 4Q2025 commercial auto IBNR indication: $8.4M (prior quarter: $8.1M; $300K increase driven by emerging severity trend in commercial collision — CPI medical cost inflation applied in tail factor selection); tail factors: 3 methods compared (industry link ratio from CAS study; inverse power curve extrapolation; Bondy method — used industry method as final but noted Bondy as upper bound in actuarial memo); workers' compensation: 8 triangles (paid loss by state; incurred loss; medical vs indemnity split for 5 major states); BF method applied to current year; Cape Cod applied as cross-check; medical cost trend: healthcare CPI + company experience — 4.8% medical trend applied in tail; 3 maturities of workers' comp have positive development beyond age 10 — 120-month tail factor modelled; Schedule P: assisted senior actuary with Schedule P filing (Part 1 — 10 year development triangles for all 10 lines; Part 2 — ultimate loss and expense development; filed with state DOI by March 31 deadline); pricing support (secondary — assisted pricing actuary during high-renewal period): ISO loss cost filing: extracted loss costs from ISO ELPF (Electronic Loss and Premium Files) platform; aggregated exposures by class code and state for renewal analyses; ratemaking: assisted with commercial auto indicated rate change analysis (4 states — IL, IN, OH, WI; loss cost development; trend analysis; expense loading; target loss ratio); indicated: IL +6.2%, IN +4.8%, OH +7.1%, WI +3.2% — presented to pricing actuary for management review; filed by commercial lines pricing team; CAT modelling support: provided loss exposure data (commercial property TIV by ZIP code) to RMS model team for annual CAT model update; validated RMS output against prior year (check for location count changes and TIV shifts); software: ResQ (Milliman) — primary reserving tool (loss development triangles for all 6 lines; used ReservePro module for method selection and IBNR range); R (ChainLadder package — triangle analysis; MackChainLadder for standard error estimation; used to cross-check ResQ output; documented in R markdown memo for management); SAS (data extraction from claims system — SQL-style PROC SQL; 4 SAS programs maintained for quarterly triangle data pull); Excel VBA (3 macros developed: (1) auto-format ResQ triangle export to actuarial memo template; (2) monthly paid loss run aggregation from 4 claims system exports; (3) development factor selection comparison tool)."

Example 2 — Actuarial Associate, Life Insurance (SOA path, ASA):

"Actuarial Associate — Life and Annuity Valuation, ASA (Society of Actuaries, awarded [month/year]); exams passed: P (May 2019); FM (Nov 2019); IFM (May 2020); LTAM (Nov 2020); STAM (May 2021); SRM (Nov 2021); PA (Exam PA — Fall 2022; R-based predictive analytics case study); FAP (Fundamentals of Actuarial Practice — all 7 modules + final assessment; 2023); APC (Associateship Professionalism Course — 2023); ASA awarded May 2023; VEEs complete; target FSA — Individual Life and Annuities track: FSA Module 1 (CFE — Corporate Finance and ERM) in progress (sitting Spring 2026); CERA candidate: [Company name] (large mutual life insurer; $48B total reserves; Life and Annuity division; GAAP and Statutory reporting; software: GGY AXIS (valuation), Excel VBA, R, SAS; reporting team: 3 FSAs + 4 ASAs + 2 associates + 1 student): statutory reserve valuation (primary responsibility — participating whole life and universal life product lines): quarter-end Statutory reserve production (using GGY AXIS — seriatim policy file extract from policy admin system; AXIS model run; output: net STAT reserve by product line; actuarial review of results vs prior quarter with variance attribution); VM-20 (principle-based reserving for life insurance — mandatory for new contracts on or after 1 January 2020 for life products; 3 components: Net Premium Reserve (NPR); Deterministic Reserve (DR); Stochastic Reserve (SR)): NPR calculation: Excel-based (policy-level NPR factor × face amount; VBT 2015 table used for base mortality; credibility blend applied for company experience); DR (deterministic): GGY AXIS model (single CSV scenario prescribed by NAIC; asset and liability cash flows projected; reserve = PV of net cash outflows at the NAER (Net Asset Earned Rate)); SR (stochastic — if greater than DR): GGY AXIS stochastic run (1,000 scenarios from American Academy of Actuaries prescribed generator; 70th percentile CTE (Conditional Tail Expectation) calculated); 4Q2025 VM-20 work: SR was binding for 3 product cells (all UL with secondary guarantees — ULSG; ST reserve higher than DR in scenarios where interest rates remained low in first 5 years); LDTI (ASC 944 — Long Duration Targeted Improvements, effective 2023 for fiscal years beginning Dec 15 2022): company adopted on required effective date; primary changes: discount rate (market observable yield updated quarterly vs original best estimate); long-tail claim liabilities remeasured quarterly; GAAP impact: Q1 2023 transition adjustment — cumulative effect of $38M to AOCI (Accumulated Other Comprehensive Income) for participating whole life block; assisted senior actuary with transition calculation; now responsible for quarterly GAAP reserve update (AXIS run + Excel post-processing for LDTI discount rate update); mortality analysis: contributed to company mortality experience study (company deaths vs expected per VBT 2015; credibility weighting per SOA methodology; A/E ratio by policy year and face amount band; used R for data processing and visualisation — study covered 2018-2024 policy years; 6.2M life-years of exposure); product pricing support (secondary): pricing for new term life product (10, 15, 20-year level; non-participating): asset share model in Excel VBA (premium; modal loading; death benefit; lapses by policy year; expense loading per unit and per policy; reserve change (VM-20 NPR); investment income; profit measure: IRR by duration; ROE at 10× RBC); pricing assumption inputs: mortality — VBT 2015 + company experience blend; lapse — company experience; expenses — unit cost study from finance team; presented to pricing committee: required IRR 11% on base scenario achieved at proposed premium rate; stress scenario analysis (interest rate -150bps, mortality +10%): IRR reduced to 8.8% — above minimum but flagged; management accepted."

Three Actuary CV Mistakes That Cost Interview Slots and Promotions

Exams listed by count instead of by name. "5 actuarial exams passed" is the most common exam disclosure format and the least informative. An experienced actuarial manager reading that line immediately wants to know: which five? P, FM, and IFM are the first three preliminary exams — passing them means the candidate has demonstrated probability and financial mathematics at the undergraduate level. P, FM, IFM, STAM, and SRM means something fundamentally different: the candidate is one exam from ASA (if they've completed VEEs and FAP modules) and has demonstrated statistical and risk modelling competence beyond the preliminaries. The exam names convey the technical preparation level; the count is the minimum disclosure that reveals nothing about the actual knowledge base. Format: list every exam passed with name, month, and year. Add attempt number if not first attempt (optional but honest). Note current candidacy with registered sitting date.

Reserving or valuation methodology described without specifics. "Assisted with loss reserve analysis" and "prepared actuarial valuations" describe the activity without revealing the technical contribution. A P&C reserving actuary who built development triangles using chain ladder, Bornhuetter-Ferguson, and Cape Cod methods across 6 lines of business — selected different methods for current-year vs developed-year accident cohorts, and documented the selection rationale in the actuarial memo — has demonstrated judgment about when each method is appropriate. That judgment is the actuarial skill. The output (the number) is secondary to the method selection process that produced it. Name the methods, name the lines of business, note the data inputs (paid vs incurred; split triangles; tail factor approach), and specify the filing output (Schedule P; rate filing; ORSA). The technical specificity is what separates a junior analyst from a credentialed associate in the hiring manager's mental model.

Software listed without actuarial-specific tools. "Proficient in Excel, R, and SAS" is the technology disclosure on the majority of actuarial CVs. The version that signals professional readiness: "R (ChainLadder package — triangle analysis; MackChainLadder standard error estimation); ResQ (Milliman — primary reserving tool; ReservePro module for IBNR indication); SAS (PROC SQL for claims data extraction; 4 maintained data programmes); Excel VBA (3 macros for triangle formatting, data aggregation, and method comparison)." GGY AXIS, MG-ALFA, Prophet, and ResQ are actuarial-specific modelling systems that appear on job descriptions — and that non-actuaries cannot learn by reading about them. Naming the platform and the module used demonstrates that the candidate has operational experience with the tools of the profession, not just generic statistical software.

If you are an Actuarial Analyst or Actuarial Associate applying for Associate Actuary, Senior Actuarial Analyst, or Consulting Actuary positions and want your resume rebuilt around your exam progress by name and date, reserving or valuation methodology specifics, actuarial software stack, and work area differentiation by society and line of business, Resumegpt generates your Actuary resume from your work history in under 60 seconds — exam list formatted correctly by name and sitting date, technical methodology documented with precision, actuarial software stack named, and ATS-optimised for P&C insurance, life insurance, pension consulting, and reinsurance actuarial positions in 2026.