Actuarial Analyst | Actuarial Reserving & Methodology

Permanent Ref No: 1424184 Qualification: Nearly / Newly Qualified

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Key Contribution Areas for this role include:

Development of methodology and processes for economic scenario generation
Regular production of economic scenarios for Solvency II, IFRS17, economic capital, proxy modelling and other uses
Contribute to SII and IFRS17 / 9 assumptions and methodology from Group Actuarial side.
Economic assumption methodology and review (credit modelling yield curve assumptions implied volatilities, stress tests etc).
Contribute to the technical methodology development for the Group, and work with local units to embed actuarial standards in approaches to assumption setting and reserving methodology
Responsible for building capabilities by leveraging data, regulation knowledge and cooperation with academics for main actuarial demographic and economic risks: market variables, economic assumptions, expense, lapse, longevity, annuitization.

Functional or Technical Knowledge and Skill Required

Experience developing and running ESGs is highly valued for this role (Moody’s Analytics ESG experience preferred but not essential).
Experience of stochastic modelling gained through academic qualification or work experience.
Experience investigations, data processing, manipulation and governance
Working towards relevant professional qualifications part (or fully) qualified actuaries are preferred.
Proven capability to deliver work on time and to a very high quality and accuracy

Tagged as: Life Insurance