Actuary (Structuring & ALM Strategic Programmes) – 28505

Key Duties (Including but not limited to):

• Support in the production of business cases for potential new asset structuring solutions to support the Company’s annuity investment strategy. This will cover high level MA and PIM treatment, economic and balance sheet impacts, identifying steps to operationally implement the new asset structuring solutions, and presenting the business case to senior stakeholders.
• Support efforts to expand the Company’s MA portfolio, including performing the necessary analyses, engaging with stakeholders across departments following the appropriate governance process.
• Contribute to the solution design, specification and setting of requirements for the Company’s Balance Sheet Optimisation model. This will include contributing to the production of detailed plans, model development (in Python and Julia), engagement with stakeholders in the Company’s Asset Management and wider ALM teams, governance and documentation.