Capital Actuary | London

23 Feb 2021
25 Mar 2021
Damian Bialozynski
Contract Type

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.

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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