Overview

Group Capital Actuary – 28633

The jobholder will support / oversee the local capital modelling implementation in particular the SCR and related calculations and optimize the internal SCR calculation and aggregation processes for group and legal entities.

Ref: 28633

  • Location: Malta
  • Category: Capital
  • Type: Permanent

Overview

Key Duties (Including but not limited to):

  • Support to deliver the group capital modelling strategy
  • Regularly carry out SCR calculations for all entities
  • Support MFSA’s, Lloyd’s and other regulatory reporting requirements
  • Support SII standard model calculations and the syndicates internal capital model build out and the capital modelling process generally
  • Support development, parameterization, primary validation and documentation of the internal model(s) where needed

Experience required:

  • Excellent knowledge of SII (standard model) framework and reporting requirements, experience with other regulatory frameworks is a plus
  • Sound knowledge of actuarial capital modelling tools and techniques, including a working knowledge of capital modelling software, preferably Tyche
  • Practical knowledge of actuarial reserving approaches and requirements
  • Programming knowledge of Python, R and Microsoft VBA

Consultant

James Harrison

Training and Learning Director

T: +44 (0) 203 867 9849

Email me

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