A fantastic opportunity for a qualified actuary from either a life, GI or health background to join a leading-edge firm where you will deliver the ongoing development of the Economic Capital Model with particular emphasis on the methodology, risk calibration, dependency/aggregation, validation and analysis of economic capital requirements.
Performing the modelling and risk calibrations update process, you will maintain the model documentations and prepare reports of the modelled results in line with Enterprise Risk Policies and Standards.
You will also prepare the analysis and associated investigations to risk calibration models, participating in workshop discussions with key stakeholders.
In addition, you will Implement modelling changes to the Capital Modelling platform, ensuring the underlying change processes are properly controlled, documented and reliably produce required outputs.
Strong Modelling skills are essential for this role (Remetrica experience would be ideal).
Capital Modelling experience would be an advantage, although any strong capital experience can be built upon e.g. capital reporting (SII or other risk-based capital regimes).
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.
Jan Sparks FIA, Partner
M: +44 (0)7477 757151