Senior Developer, Asset Liability Management, Actuarial Systems – 28919

The Emerald Group; City Of London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A prominent financial services company is seeking an experienced modeller to join their growing team in London. The role involves enhancing actuarial modelling tools in ALM processes, requiring a part-qualified or qualified actuary with strong coding capabilities and experience in life insurance. Ideal candidates should possess knowledge of Prophet and associated FIS systems, as well as wider programming skills. This permanent position offers an opportunity to contribute to strategic objectives beyond daily tasks.

Qualifications

• Experience in life insurance or life reinsurance.
• Demonstrable model development experience in ALM context.
• Understanding of ALM fundamentals.

Responsibilities

• Support development and enhancement of actuarial modelling tools.
• Conduct reviews of business requirements and draft technical specifications.
• Implement model updates and test changes.
• Contribute to documentation and user guides.

Skills

Coding capabilities

ALM modelling experience

Model development experience

Knowledge of Python

Knowledge of SQL

Knowledge of R

Knowledge of VBA

Advanced Excel skills

Advanced Word skills

Education

Part qualified / Qualified actuary

Tools

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 on various aspects of 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, including review of business requirements, drafting of technical specifications, implementing model updates and testing and reviewing changes
• Support the development and maintenance of documentation, process notes and user guides
• Excellent coding capabilities, acting in line with best practices
• Proactively contribute to various wider AST strategic objectives and focus areas outside of day-to-day role
• Part qualified / Qualified actuary with 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
• Understanding of ALM fundamentals, s
• Demonstrable interest in long-term actuarial modelling role
• Wider programming and scripting skills are a plus, e.g. Python, SQL, R or VBA
• Advanced understanding of Microsoft Excel and Word