An exciting opportunity for a part-qualified actuary with strong modelling experience to join the Group Actuarial Capital Reporting team of a major firm where you will deliver Standard Formula SCR while providing all relevant detailed commentary required for reporting.
In this key role, you will perform analysis and associated investigations to deliver the annual Economic Capital Assessment (ECA) including: updates to risk calibrations; methodology changes; analysis of change; sensitivity testing; validation of results; and derivation of capital risk appetite buffer.
In addition, you will organise and maintain actuarial models to enable Capital Reporting.
With a proactive mindset, the successful candidate will have previous exposure to or interest in capital modelling techniques and reporting including risk calibrations for economic capital or partial/full internal model under Solvency 2.
ReMetrica software knowledge an advantage.
An excellent career development opportunity within a market-leading firm.
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