Our client is seeking a qualified non-life actuary to be responsible for executing a wide range of Solvency II quantitative risk management efforts within European operations with a focus on Internal Model validation for the Lloyd’s operation.
Working closely with the Capital Modelling team, you will advise on the appropriateness of model changes and interrogate model output.
You will also assist with the production of quarterly Risk Committee ORSA updates and, ultimately, annual ORSA reports.
In addition, you will liaise with Underwriting, Reserving, Investment and Finance teams to complete risk/capital regulatory submissions, such as Standard Formula SCR.
With strong quantitative and analytical skills, the successful candidate will ideally be experienced in capital and risk modelling, alongside model validation.
A good working understanding of the P&C (re-)insurance industry and associated risks also required.
An excellent career opportunity to gain a deeper understanding of quantitative risk management in the Lloyd’s / London Market.
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.
Antony Buxton FIA, Managing Director
M : +44 (0)7766 414 560
T : +44 (0)20 7868 1900
E : firstname.lastname@example.org