Overview

Capital Modelling Actuarial Analyst – 29180

This role sits within the Capital Management team and supports the Company's Europe’s Internal Model and Standard Formula Solvency Capital Requirements (SCR).

Ref: 29180

  • Location: London or Cologne
  • Category: Capital Modelling
  • Type: Permanent

Overview

Key Duties (Including but not limited to):

  • Running and maintaining the Economic Scenario Generator (ESG), ensuring it is accurately calibrated and fully integrated into the Internal Model for both regulatory and internal reporting purposes.
  • Analysing the asset portfolio of the Company to ensure alignment with the company’s risk appetite, while also assessing valuation and performance of those assets.
  • Reviewing and validating reinsurance structures to identify potential capital efficiencies, and carrying out sensitivity and stress testing.

Qualifications required:

  • A 2:1 university degree or higher in a subject with mathematical content

Experience required:

  • Ideally, some prior experience in modelling
  • Experience using Tyche and SQL database management systems would be an advantage

Consultant

Connor Deacon

Executive Director | Non-Life Actuarial

T: +44 (0) 20 7283 2520

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