Experienced Actuary to join Capital Modelling Team.

Description

Experienced Actuary to join Capital Modelling Team

My client, leading financial services company, are expanding their Insurance in particular their Capital Modelling Team and are recruiting for an Experienced Actuary, part/fully qualified, to start in June on a 6 month rolling basis.

Overview

This team is responsible for the production of risk-based capital metrics: ICA, SCR (internal model and standard formula) across the Insurance Division

The team is responsible for calibration of loss functions, and running and validating the Risk Agility capital model

We are looking for a part/fully qualified actuary, with some experience with ICA/SII and capital modelling

The candidate would be responsible for a range of activities, including reviewing heavy model results, running and validating Risk Agility.

Ultimately the resource is used fairly fluidly across the team (oc10-12) so the candidate could be involved in monthly roll-forward, standard formula, model validation reports.

Keywords: Actuary, ICA, SCR, Capital Modelling, Risk Agility, Solvency II, Insurance