Responsibilities in relation to IFRS 17 and ALM, Solvency II and Model Developments will include:
Co-ordinate the IFRS17 project internally including planning and resource management in order to meet the deadlines for the project. Regular communication with external support to the project is also involved;
Work closely with the Data Quality Management team in order to adapt the model points into the IFRS 17 frame;
Understand interfaces to other departments and functions and assist the solution design and implementation for IFRS 17;
Lead role in the development, testing and implementation of evolutions to adapt the current Prophet/SQL models to the new standards;
Contribute to regular Assets/ALM reporting, including production and analysis of results;
Contribute calculation of Market risk results for Pillar 1 and Pillar 2 (ORSA) within Solvency II reporting;
Contribute to analysis of results for Solvency II quarterly valuations and ORSA;
Maintain and develop the ALM/Solvency II Assets Prophet model;
Process and implement new evolutions for existing Solvency II liability model (new products, new reinsurance treaties, changes to existing coding to correct issues, additional testing);
• Nearly-qualified or Fully Qualified Actuary.
• Prophet coding experience a necessity;
• SAS/SQL coding experience preferable;
• VBA experience preferable;
• Experience working with Microsoft packages, particularly Excel, a necessity;
• Knowledge of Solvency II and IFRS17 principles a clear advantage.
For further information please contact [email protected] or +35316099409.
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