Longevity Modelling/Risk Contractor
- Employer
- Orange Malone
- Location
- London (Central), London (Greater)
- Salary
- £1-1.2k per day (outside IR35)
- Closing date
- 25 Jun 2022
- Reference
- 200766
View more
- Sector
- Banking and finance, Health , Hedge funds, Investment, Life insurance, Reinsurance, Risk management, Solvency II, Systems
- Contract Type
- Interim, contract & temp
- Hours
- Full Time
- Experience/Function
- Qualified (executive), Qualified, Nearly qual (11+ exams), Consultant
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Orange Malone is working with a start up reinsurer that is looking for a longevity modelling specialist to start in August.
Focusing on pre-deal scenarios, ideally you'll be able to assess the cashflows from the business (mostly annuities) from a macro perspective.
Key experience:
- familiarity of longevity hedging and reinsurance transactions,
- strong cashflow projection/modelling,
- nice to have - good coding in Matlab/python or similar
They are looking to mainly reinsure/hedge away the longevity risk so any experience of longevity swaps would be good but they might retain it so they'll need to calculate the expected cashflows and the overall risk.
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