Interim Internal Model Actuary

Location
Midlands
Salary
£800 per day
Posted
12 Jul 2019
Closes
12 Aug 2019
Ref
GP88925
Contract Type
Interim, contract & temp
Hours
Full Time

Fairbank Partners are working with a leading Life Insurer in the Midlands to look for a contractor to join them on a 6 month basis in the Internal Model team.

Join the Internal Model team to deliver the following:

  • Build, test and maintain statistical and financial models for use in the internal model
  • Perform data analysis and quality assessments to derive an appropriate structure and calibration for the new business in the internal model
  • Develop interactive and robust End User Applications (EUA) that perform key tasks and automate processes for data collection, preparation and testing
  • Perform stochastic simulations to calculate capital and solvency for a variety of business initiatives (Transactions, strategic asset allocation, IPO etc) using existing tools
  • Build relationships and liaise with key personnel involved in the new transactions to support delivery of the above
  • Interact with the teams developing the RAFM (Moses) models and running the Moodys RI based internal model platform to ensure proposed solutions will work within the infrastructure for regular reporting
  • R and Matlab is desirable.

Produce high quality documentation and deliver presentations to key stakeholders to meet internal model governance requirements

To discuss this role please submit your CV or contact Grace Pereira at Fairbank Partners on 0203 869 2000. Fairbank Partners has access to a wide range of actuarial jobs and acts as an employment agency.

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