Moses Actuary

Job type:
on-site
Start:
ASAp
Duration:
6 months
From:
Sanderson Recruitment Plc
Place:
Somerset
Date:
02/09/2012
Country:
flag_no USA
project ID:
313827

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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.