Description
The resource required is for a MoSes Actuarial Modeller. Ideally they would have experience of:
Role
- The role contains two key components:
- Reconciliation of MoSes results from a stochastic model to results from:
- MoSes deterministic model
- VIPitech stochastic model
- Building WP Peak 1 functionality into a stochastic MoSes model previously in deterministic VIPitech or Prophet models.
A successful candidate may be involved in either or both of above.
- Performing MoSes (and VIPitech/Prophet) runs against the existing models and explaining the reasons for material differences.
- Comparing results and code between MoSes and the existing models and specifying changes required to align results.
- Coding changes in MoSes model in efficient manner and in line with coding standards.
- Writing test reports, coding plans, etc.
- Must work in a team in a controlled way, updating defect logs and tracking progress.
Skillss.
- Spreadsheets - essential that they are competent at using and developing spreadsheets
- Testing - ideally they would have prior experience of testing/baselining of actuarial models
- WP - the candidate would need to have some experience of WP business, concepts and modelling.