Major insurer is seeking a qualified (or part-qualified) life actuarial contractor to support the development of Solvency II risk calibrations and risk correlations.
In this key role, you will support the review of calibrations and Credit Portfolio Model results produced outside of the team while ensuring risks are identified for inclusion in the Internal Model.
You will also ensure that triggers are monitored to assess the adequacy of capital calibrations.
In addition, you will support the development of and queries on methodologies relating to the determination of all aspects of the Solvency II balance sheet, including the assets, SCR and technical provisions.
With knowledge of assumption setting processes for demographic risks, the successful candidate will also have knowledge of credit risk modelling.
FTC: 12 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.
Peter Baker, Partner
M: +44 7860 602 586