Senior Developer, Asset Liability Management, Actuarial Systems - 28919

The Emerald Group; Greater London; On-site; GBP 50,000 - 70,000; Full time

Job summary

A leading actuarial consultancy in London is seeking an experienced modeller to enhance their asset and ALM modelling tools. The ideal candidate will have experience as a part qualified or qualified actuary in life insurance, demonstrating model development experience, particularly with FIS systems. Responsibilities include supporting tool development, maintaining documentation, and contributing to wider strategic objectives. Strong coding and programming skills are essential.

Qualifications

• Proven experience in asset and ALM modelling.
• Advanced knowledge in actuarial principles.
• Interest in long-term actuarial modelling.

Responsibilities

• Support development of actuarial modelling ALM tools.
• Review business requirements and draft technical specifications.
• Maintain documentation, process notes, and user guides.
• Contribute to strategic objectives outside core role.

Skills

Coding capabilities

Experience in life insurance

Model development experience

Programming skills (Python, SQL, R, VBA)

Advanced Microsoft Excel

Advanced Microsoft Word

Education

Part qualified / Qualified actuary

Tools

FIS systems (Prophet, US360, ALS libraries, 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