Description
All of the underlying evidence produced to support the internal model applications needs to be assessed to ensure that it meets the legal requirements and that it is fit for purpose. A large component of this is specialised work reviewing the methodology, actuarial techniques, statistical quality standards and quality and granularity of the documentation of the internal modal overall. There is a requirement for an experienced GI actuary to cover all of the GI components of the internal model
Qualified GI actuary
Previous SII internal model experience
In depth understanding of the SII requirements for internal models including documentation requirements
Experience with cat models
Knowledge of market standard actuarial and statistical methodology
Previous experience with a Tier 1 firm
Excellent written and verbal communication skills.
The ability to communicate with people at all levels of the organisation, including non-technical team members.