Seeking a qualified non-life actuarial contractor to maintain and develop capital modelling in line with regulatory requirements for an approved internal model.
In this key role, you will support the Capital modelling, assisting with the regular review of the capital model update of data and assumptions used together with completion of the line 1 model validation testing suite.
You will also ensure the capital model is sufficiently documented to Solvency II standards.
In addition, you will support Stress, Scenario and Reverse Stress testing.
With demonstrable experience within an actuarial/capital modelling environment, the successful candidate will possess specific experience of building models and SII reserving.
You will also ideally have knowledge of @Risk or significant practical experience with another Capital Modelling/Statistical platform. Some knowledge of Emblem preferable.
Contract: 3 - 6 months.
Please contact us to discuss this vacancy or for an informal discussion regarding your career goals. We are very happy to perform bespoke research on your behalf.
Satpal Johri | Associate Director
M: +44 (0)7808 507600