I'm working with a start-up reinsurer looking to build customised reinsurance and capital management solutions for their US, UK and European clients.
Focusing on long-dated, asset intensive segments of the annuity, pension and life insurance sectors, they will be providing structuring and liability management expertise as well as risk and capital management solutions to help their clients.
My client is looking for two or three day rate contractors with some or all of the following experience:
1. Modelling skills within the longevity/mortality sectors to help with hedging strategy.
2. A actuary with investment/capital skills - helping to set their default assumptions and build models to calculate capital, reserves etc quickly. Asset side modelling experience too but the focus is on capital modelling to produce reports on exposure, etc.
3. Ideally a good actuarial/technical/coding type person (or an IT person that understands front office/investment functions) to help build the database, develop data storage, developing shared libraries and ensuring everying can be scaled up quickly and effectively. They'll be using Python and the investment platform is Aladdin.
You can be based partly in the London office or be completely remote. Outside IR35. You must be able to start within 4-6w.