Major insurer has an exciting opportunity for a qualified (or part-qualified) life actuary to provide analysis and validation on the asset movements supporting the quarterly Group capital calculation on both Solvency II & Economic Capital disclosures.
In this key role, you will provide analysis and validation of the asset movements supporting the quarterly/monthly Risk Management & MI metrics.
You will also analyse and implement new asset classes & portfolios alongside the subsequent effect on the business unit capital requirements.
In addition, you will liaise with investment strategy teams to forecast capital requirements on investment decisions & assess portfolio capital efficiency.
The successful candidate will have had previous exposure to asset pricing and modelling with an understanding of the capital impact of asset stresses on different types of Insurance businesses.
You will also possess general knowledge of a wide range of asset classes including fixed income, credit, equities, Property, and derivatives (IRS, Inflation linked swaps, Options, Swaptions).
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.
Louis Manson, Managing Director
M : +44 (0)7595 023 983
T : +44 (0)20 7868 1900
E : email@example.com