Job Description - Capital Modelling Actuarial Analyst (2500001H)
Job Description
Capital Modelling Actuarial Analyst-(2500001H)
Description
Job Description :
- Assist management with its on-going development and parameterization of Allied World’s internal capital models.
- Support capital submissions to regulators, including the BMA, Lloyd’s, the PRA, the CBI, and FINMA
- Run model for quarterly updates, analysis of reinsurance purchases, ad-hoc model runs for new business initiatives, merger and acquisition analyses and for other strategic business purposes.
- Perform industry research and analysis of parameters and methodologies including loss distributions, asset distributions, correlations, etc.
- Assist with validation of models and liaise with other departments as necessary to gather expert knowledge.
- Create and maintain model documentation.
- Assist with developing training material for senior management.
- Create exhibits for risk management committee and board meetings
Qualifications
Skills and Experience Required :
2 or more years of experience as an actuary in a General Insurance roleCompletion of at least 5 Actuarial examsExperience with capital modelling preferredTyche experience an assetBachelor’s degree in Math, Statistics, Economics, or related fieldStrong Excel and programming skills (e.g. VBA, Python, R, SAS)Knowledge of Solvency II principles an assetAbility to solve problems using sound reasoning and judgementGood writing skills and able to communicate complex ideas to non-technical audiencesDetail orientated and strong organizational skillsPrimary Location
IE-IE-Dublin
Actuarial
Employee Status
Regular
Job Type
Standard
Job Posting
May 29, 2025, 5 : 25 : 38 AM
Pay Basis
Yearly