Vacancy Description
A Senior Actuary in the Internal Model team supports the Head of Internal Model and Director of Capital Management to manage and develop risk-based capital models within the Group.
The role covers all aspects of capital management and modelling and includes compliance with relevant regulatory standards around data, documentation, statistical quality, calibration and validation, taking into account changes in regulatory guidance and emerging industry practice.
The Internal Model team supports the development of a stable capital position to enable delivery of organic capital generation.
Key Responsibilities
- To support the Head of Internal Model and Director of Capital Management in managing and measuring the Group’s capital position, including:
- Leveraging new technologies to develop and maintain the Group’s Internal Model, to support Solvency II/UK, IFRS and US GAAP balance sheets, risk appetite and the ORSA, including proposing, de...
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