Leading insurer is seeking a qualified (or part-qualified) life actuary to develop validation tools to ensure the internal model meets the necessary Solvency 2 standards.
You will produce models to replicate or sensitivity test using MATLAB/R/Python while producing validation reports on components of the internal model.
You will also review and provide validation opinions on the appropriateness of demographic, expense and other technical provision assumptions.
In addition, you will validate the technical provisions within Solvency 2 regulatory reporting, including the matching adjustment and transitional measures.
With strong technical skills and knowledge of Solvency 2, the successful candidate will possess experience of relevant modelling software such as MATLAB, Python or R.
Previous experience in a number of actuarial roles including valuation, capital management, internal model, ALM, experience monitoring also required.
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.
Clare Roberts, Associate Director
M: +44 7714 490 922