Manager, Asset Liability Management, Actuarial Systems – 28916

The Emerald Group; City Of London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A financial services company is seeking an experienced modeller based in London to support the development and enhancement of actuarial modelling tools. The ideal candidate will be a qualified actuary with a minimum of 5 years’ experience in life insurance or life reinsurance, along with expertise in ALM modelling and FIS systems. Proficiency in programming languages such as Python or SQL is also desired.

Qualifications

• Minimum of 5 years’ experience in life insurance or life reinsurance.
• Demonstrable model development experience in an ALM and asset modelling context.
• Strong coding capabilities following best practices.

Responsibilities

• Support and lead the development and maintenance of actuarial modelling tools.
• Develop strong working relationships with key users and stakeholders.
• Support documentation and process notes.

Skills

ALM modelling

Asset modelling

Python

SQL

R

VBA

Education

Qualified actuary

Tools

FIS Prophet

Enterprise Manager

Job description

Our client is looking for an experienced modeller with a strong demonstrable background in asset and ALM modelling to join their growing team.

• Location: London
• Category: Life Actuarial
• Type: Permanent

Key Responsibilities (Including but not limited to):

• Support and lead the development, maintenance and enhancement of a robust set of actuarial modelling ALM tools and processes
• The key tasks cover all aspects of their E2E process
• To develop and maintain strong working relationships with all key users and stakeholders
• Support the development and maintenance of documentation, process notes and user guides
• Support the ALM Lead in triaging change and support requests
• Excellent coding capabilities, acting in line with best practices
• Proactively contribute to AST team management and various strategic objectives and focus areas outside of day-to-day role
• Qualified actuary with minimum of 5 years’ experience in life insurance or life reinsurance
• Demonstrable model development experience in an ALM and asset modelling context, with a preference for FIS systems such as Prophet (US360 and ALS libraries) and Enterprise Manager
• Solid understanding of ALM fundamentals
• Wider programming and scripting skills are a plus, e.g. Python, SQL, R or VBA
• Demonstrable interest in long-term actuarial modelling role