Internal Model Developer

/Internal Model Developer
  • Permanent
  • Ireland
  • Ref No: J6245
  • Qualification: Nearly/Newly Qualified
    Qualified

The internal model developer will lead a number of workstreams central to the development of an internal model. Particular focus will be on the market risk module, as well and the aggregation of risks across market, life, credit and operational risks. The successful candidate will have the opportunity to work with senior actuaries in the life insurance industry and gain substantial knowledge of the Solvency II regulatory framework. This knowledge will be critical to ensuring that the proposed model design is compliant with Solvency II regulations and in line with industry best practice.

Requirements:
• Experience of stochastic modelling and sophisticated cash flow modelling systems, e.g. Prophet, Moses or similar.
• Experience of derivative instruments (especially swaps and futures) would be beneficial
• Experience of Solvency II developments and/or economic capital models.
• Strong IT skills would be beneficial.

For more information please contact Jenny, 016099409 or jenny@acumen-resources.com

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

Tagged as: Life Insurance, Solvency II, Systems

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By |2019-05-22T12:57:18+01:00May 22nd, 2019|Comments Off on Internal Model Developer