Overview
Key Duties (Including but not limited to) :
- 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
Qualifications required :
Bachelor’s degree in Math, Statistics, Economics, or related fieldCompletion of at least 5 Actuarial examsExperience required :
2 or more years of experience as an actuary in a General Insurance roleExperience with capital modelling preferredStrong Excel and programming skills (e.g. VBA, Python, R, SAS)Knowledge of Solvency II principles an asset