Capital Actuary | London

Location
London
Salary
Negotiable
Posted
14 Jan 2021
Closes
13 Feb 2021
Ref
JOB-012021-132860
Contact
Damian Bialozynski
Contract Type
Permanent

To assist with the organisations continued growth and success, you will be tasked with supporting the Chief Actuary, CFO, Chief Risk Officer and Actuarial Function Holder.

Key Responsibilities

  • Perform best estimate assumption setting processes and produce assumption and methodology papers.
  • Perform data series extension exercises for capital models annually, across all risks within the model. This will include data extraction and handling, modelling, analysis, documentation and reporting.
  • Assist in the review of other validation tools, which include profit and loss attribution analysis, experience analysis, sensitivity testing, scenario testing and results analysis.
  • Maintain technical documentation up to a high SII compliant standard.
  • Perform ad-hoc peer reviews, quantitative analyses and investigations.
  • Prepare industry survey submissions across all models and assumptions.
  • Assist in the preparation of any other Board Risk Committee or Audit Committee papers.

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