Our client has a unique opportunity for a qualified life actuary from a reporting background with good balance sheet knowledge to assist in providing technical assistance and actuarial input to initiatives associated with the Treasury function.
In this exciting role, you will assists in the monitoring of the firm's investments, in particular asset value verification and cash flow projection, while supporting the development and maintenance of the internal derivative valuation models.
You will also provide quantitative analysis of the inflation and currency matching position of each regulated insurance entity and recommend actions to ensure the hedging remains appropriate.
In addition, you will provide modelling expertise, in particular derivatives stresses input into the short-term liquidity analysis performed by Treasury.
The successful candidate will possess a detailed understanding of the various asset types and their dynamics with life insurer balance sheets and of Solvency II requirements, and detailed understanding of derivatives.
In addition, you will have excellent knowledge of Excel, and basic knowledge of Python, .Net, VBA and potentially other financial modelling software.
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.
Jo Frankham, Partner
M: +44 (0)7950 419115