REINSURANCE ACTUARY, 30082
Aylesbury
You will be managing and mentoring junior members of the wider actuarial and pricing teams.
Internal Model Actuary (ERM Team) – 29705
As a model implementation actuary within the internal model team, you will be responsible for designing, developing, supporting, testing and documenting the Company's internal models.
Ref: 29705
- Location: London
- Category: Life Actuarial
- Type: Permanent
Overview
Key Duties (Including but not limited to):
- Design, develop, support, test and document internal models for credit, interest rate, inflation and equity release mortgages
- Support the internal model operations team, investigating internal model queries, and proposing solutions
- Work closely with the internal model design team, to understand new feature developments, and contribute to how these can be implemented within the internal model code
- Act as a conduit between the internal model team and IT to ensure their models are supported by IT and their processes are aligned with other development teams
Qualifications required:
- Fellow of Institute of Actuaries (or equivalent)
Experience required:
- Strong capital modelling experience in market, credit and/or equity release mortgage risk space within life insurance industry
- Experience with using python. Ideally knowledge of good software design principles and unit testing
- Experience with DevOps or GitHub for managing software developments