Capital Actuary | London
The Actuary will work across a broad spectrum of activities to support the Finance Actuarial and Capital team. This will include the supporting the activities to maintain the capital models and support in assumption setting.
- 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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