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PROPHET Modelling Analyst | SII Financial Reporting

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Job Ref: J5893
Reporting to the Modelling Team Leader, you will be responsible for Solvency II reporting.

Responsibilities -

BEL, SCR, MCR:

• Generate and check the model points.

• Update the assumptions feeding into the Prophet model and include reasonability checks on assumptions.

• Run the quarterly BEL calculation in prophet.

• Complete all outside prophet calculations for overall SCR including Health CAT, counterparty default etc.

• Perform reasonability checks on results.

• Deliver calculation on time through reporting channels

• Carry out Analysis of Change on BEL and SCR calculation.

• Perform Sensitivity runs twice yearly.

New Business Point of Sale:

• Generate and check the model points for new business point of sale.

• Update the assumptions feeding into the Prophet model and include reasonability checks on assumptions.

• Run the annual New Business Point of Sale calculation in prophet.

• Perform reasonability checks on results.

• Carry out Analysis of Change on New Business Point of Sale.

• Provide quarterly estimates for New Business Point of Sale to Group taking into account assumption updates throughout the year.

ORSA:

• Provide assistance to pricing team during budget process.

• Use budget information provided to calculate prospective SCR in prophet for ORSA.

• Complete all outside prophet calculations for completion of overall SCR.

• Perform reasonability checks on results.

• Deliver calculation on time through reporting channels

• Participate in writing reports.

QRTs:

• Gather relevant information for quarterly and annual QRTs.

• Deliver QRTs on time through reporting channels

General:

• Attending Technical meetings led by group and reporting back outcome of meetings.

• Keep up to date model documentation, procedures and processes on work performed.

• Answer questions and provide information to audit and external reviewers, including Actuarial Function Holder.

Requirements:

• Actuarial degree

• Prophet and SAS expertise is an advantage for this role.

• Experience working with Microsoft packages, particularly Excel, a necessity.

• Experience in Database Management an advantage

• Experience working with Actuarial models and knowledge of Modelling Best Practice an advantage.

• Experience in Project Management

• Experience in Solvency II.

• Good communication skills, team player, organised and punctual.

For further information please contact jenny@acumen-resources.com or +35316099409.

Acumen Resources specialises in the recruitment of the following professionals:

Chief Actuary | Head of Actuarial Function | Actuarial Director | Actuarial Function Holder | CRO | CFO | Actuarial Manager | Valuations Actuary | Product Development Actuary | Pricing & Reserving Actuary | Solvency II Actuary | Life Insurance Actuary | General Insurance Actuary | Non Life Actuary | Pensions Actuary | Investment Actuary | Capital Modelling Actuary | Capital Management Actuary | Risk Management Actuary | Enterprise Risk Management Actuary | Newly & Nearly Qualified Actuary| Part Qualified Actuary | Trainee Actuary| Actuarial Trainee | Student Actuary | Actuarial Graduate | Dublin | Ireland

 

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