Overview

Capital Modelling Contractor

Permanent

Our client is looking to hire a Capital Modelling Contractor to join their team in London or Milton Keynes on a Permanent basis.

Ref: 48743

  • Location: London
  • Category: Non-life Actuarial
  • Type: Contract
  • Pay Range: Market rate

Overview

Key Responsibilities:

  • Support the expert judgement process
    • Prepare training materials for the experts
    • Support data gathering processes for the experts
    • Support the running of the expert judgement sessions
    • Document the outcomes of the expert judgement sessions
  • Support the documentation of the internal model
    • Draft methodology and calibration reports for the internal model
    • Help document processes, assumptions and justifications as required
  • Support the 1st line validation tests and business testing process
    • Carry out sensitivity testing, back-testing and scenario testing (and the documentation of those).

 

Other Skills:

  • Ability to work to a high degree of accuracy
  • Lateral thinker and able to use own initiative
  • Good analytical skills
  • Good communication skills, especially with non-technical business partners
  • Strong PC skills, particularly Excel / Access

Qualifications required:

  • FIA qualification

Experience required:

  • Thorough proven experience and knowledge of internal model kernels, parameterisation and documentation
  • Previous experience of the Internal Model Approval Process and Solvency II regulations, including documentation

Consultant

Michael Doherty

Associate Director – General Insurance

T: +44 (0)203 867 9863

Email me

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