Capital Actuary - Life Reinsurance

4 days left

Location
Flexible location
Salary
£ dependent upon experience
Posted
24 May 2018
Closes
23 Jun 2018
Ref
Star4899
Contract Type
Permanent

Leading reinsurer is seeking a part-qualified or qualified life actuary to provide support for the corporate actuarial capital reporting team, calculating and validating the Solvency Capital Requirement on Partial Internal Model basis and related balance sheet items (such as the Risk Margin).

In this key role, you will be responsible for the calibration of the proxy model using liability data from MoSes, whilst supporting the statistical testing of proxy model quality.

You will also generate and validate realisations of risk factors used in Partial Internal Model, whilst analysing SCR results and SCR changes.

With a working knowledge of actuarial modelling systems, the successful candidate will possess some actuarial techniques such as reserving, economic valuation and capital modelling calculations.

Experience of R or Matlab is an advantage.

Please contact us to discuss this vacancy or for an informal discussion regarding your career goals. We are very happy to perform bespoke research on your behalf.

Clare Roberts, Associate Director

M: +44 7714 490 922

E: clare.roberts@staractuarial.com

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