Our client is seeking a qualified actuary to perform analysis and associated investigations to deliver the annual Economic Capital Assessment (ECA) for the Group and relevant solo entities to support business decisions.
In this key role, you will carry out updates to risk calibrations, methodology changes, analysis of change, sensitivity testing, validation of results and derivation of capital risk appetite buffer.
You will also drive continuous improvement in capital models, data transformation, methods and assumptions, process and controls.
With strong modelling experience, the successful candidate will have had previous exposure to capital modelling techniques and reporting including risk calibrations for economic capital or partial/full internal model under Solvency 2.
ReMetrica software knowledge and advantage.
An excellent career opportunity.
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.
Louis Manson, Managing Director
M : +44 (0)7595 023 983
T : +44 (0)20 7868 1900
E : firstname.lastname@example.org