Head of Model Validation

Recruiter
Location
London/Southeast
Salary
Market salary/benefits & bonus
Posted
02 Feb 2018
Closes
02 Mar 2018
Contract Type
Permanent
Hours
Full Time

My client uses an internal model in its risk management and calculation of capital requirements.  This role is primarily to co-ordinate, perform and report on the validation of the internal model to the Chief Actuary and Chief Risk Officer.

  • To develop and maintain a rolling program of validation covering all aspects of the internal model.
  • Provide 2nd line review and support for responses to PRA regarding the internal model.
  • To provide 2nd line review and recommendations for improvements to economic capital modelling
  • Contribute to the risk modelling with respect to ORSA and advise on the key conclusions and recommendations.
  • Advise the Chief Actuary with regard to ALM risks that have a material impact on the groups ability to meet policyholder liabilities.
  • To support the Chief Actuary in delivering the requirements of the SIMF 20 role. 
  • To work closely with the Head of Actuarial Assurance in delivering oversight of key actuarial processes and results.

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