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Actuarial Analyst – GI Capital Modelling

Date Posted
22nd March 2019
Reference
Star5569
Sector
General Insurance
Job Type
Permanent
Location
Greater London/South East
Benefits
£ depending upon experience
Salary
Negotiable

Job Description

Major insurer has a fantastic opportunity for a part-qualified non-life actuary to maintain, update, communicate and develop specific sections of the Internal Economic Capital Model (IECM) and interact with the business and the Financial Risk team to help them use the model for decision making.

In this key role, you will oversee market risk (ESG) and credit risk (e.g. reinsurance) elements of the model, having significant interaction with 2nd line financial risk team and Investment team, and input to reporting processes.

In addition, you will assist in the delivery of regulatory capital submissions and any internal reporting requirements whilst delivering the annual Risk Mitigation Report, performing any assessments required.

With experience of working in a Market and Credit risk environment, the successful candidate will possess an understanding of Economic Scenario Generators (ESGs) and how these are applied to calculate investment/portfolio risk.

Igloo/Capital modelling experience desirable.

Please contact us to discuss this vacancy or for an informal discussion regarding your career goals. We are very happy to perform bespoke research on your behalf.

Paul Cook, Associate Director

M: +44 7740 285 139

E: paul.cook@staractuarial.com