Capital Modelling Actuarial Analyst

Capital Modelling Actuarial Analyst 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 managementmittee and board meetings

Qualifications

Skills and Experience Required :