Pricing, Reserving, Capital and Risk

/Pricing, Reserving, Capital and Risk

Our client is a NASDAQ listed company with a A+ ratings from the major rating agencies.

Reporting to Head of Actuarial Function the role encompasses Pricing, Reserving, Capital and support of the Risk Function and Underwriting Function.
Specific responsibilities will include:
• Assist with Reserving.
• Assist with calculation of technical provisions and SCR input to ORSA.
• Develop and maintain loss forecasting models, delinquency and default models, loss-given-default models and prepayment models
• Develop and maintain cash flow models for the economic and pricing analysis of all insurance and risk protection products
• Design and develop a set of management information metrics and reports that will delivery timely and accurate information for:
o Delinquency, default, repossession, claim and claim severity levels for the portfolio of in-force exposures
o Risk in force by geography, product type etc.
o Macroeconomic indicators that impact delinquency, default, loss levels etc. including unemployment, house price inflation, interest rates and GDP
o Expected performance of the in-force portfolio exposures under a variety of economic stress scenarios
• Develop and maintain a database of economic indicators to be used for loss forecasts, market analysis, portfolio monitoring and stress testing
• Prepare ad-hoc reports as necessary for the Underwriting Function

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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By |2017-01-26T10:27:46+01:00January 20th, 2016|Uncategorised|Comments Off on Pricing, Reserving, Capital and Risk