Capital Actuary - Insurer/Asset Manager
A rapidly growing Life Insurer / Asset Manager have a newly created role for a newly or recently qualified actuary to join their Internal Model team.
They require someone who has worked on a Solvency II Internal Model. You will be a technical actuary who can recalibrate and make changes to the model.
Experience in one of the following would be highly relevant:
- Value at Risk (VaR)
- Solvency I – ICA Modelling
- Stochastic Modelling
You do not need to be a programmer/coder as they have a separate quant team. The company have a very sophisticated system and there are no data manipulation or runs. They use a bespoke model and you are not required to break or change it. You will use Excel (VBA not required) and Maths and the software package R could be useful.
The role will be developing all the modules of standard formula to a full internal model and they are incorporating the new assets of their Insurance acquisitions. They require strong communication skills as you will be dealing with the Regulator.
The collegiate nature of the team offers exposure to other areas of the business such as ALM, Investment and Pricing. The company have a flat structure and you will have exposure to the board and senior management team.
This is an ideal role for an ambitious actuary who thrives in a fast paced and intellectually stimulating environment. They have a very strong reward culture.
For more information, please contact Kris Evers on 0203 017 5125 / email@example.com or please apply online now.
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