Mixed Actuarial Data Scientist

We have partnered with a leading Lloyd's syndicate to find them a senior analyst with an actuarial or data analytics/science background to bolster the team. This is an excellent opportunity to create and maintain pricing models using Python and with relevant data science techniques. Working with and learning about all traditional actuarial roles (capital modelling, pricing, reserving, and business planning). This role includes but is not limited to:

• Pricing model build on new platform for all classes of business using Python. Ensure underwriter engagement throughout process by building easy to use models that integrate well with other systems and produce insightful management information.
• Business Planning & Capital Modelling - a bespoke internal model written in VB.NET is in use for Solvency II purposes. The model is used for capital setting, reinsurance purchasing, business planning, risk appetite setting and monitoring on a monthly basis.
• Setting parameters for and running model on a monthly basis to monitor risk against pre-defined appetite and tolerances.
• Solvency II: analysis and reporting
• Reserving: full quarterly analyses using ICRFS including confidence intervals and monthly actual versus expected exercises.
• Pricing support: ad hoc pricing using frequency severity analysis using R.

Please apply for further information.