SST Actuary

pmactuarial; London; On-site; GBP 70,000 - 100,000; Full time

Job summary

A leading actuarial recruitment firm is seeking a Capital/Risk Senior Actuary for a specialist BPA provider. The role focuses on developing the overall approach to stress and scenario testing, working in collaboration with various teams to ensure effective regulatory compliance. The ideal candidate should be an experienced and qualified Actuary with strong knowledge of asset-liability management and economic capital.

Qualifications

• Experienced, qualified Actuary with good knowledge of ALM or Economic Capital.
• In-depth knowledge of balance sheets (IFRS, Solvency II, MCEV).

Responsibilities

• Establish company's approach to stress and scenario testing.
• Work closely with Risk and finance teams on regulatory activities.
• Plan and deliver regulatory SST activities (ORSA, PRA Market Risk Sensitivities, and LIST).

Skills

ALM

Economic Capital

Stress Testing

Scenario Testing

Education

Qualified Actuary

Job description

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pmactuarial specialises in Actuarial search within UK Life insurance. We have been asked to find a Capital/Risk Senior Actuary on behalf of a specialist BPA provider.

The purpose of the role is to establish the company's overall approach to stress and scenario testing, including:

1. How they stress all balance sheets under specific single stresses and common joint stresses
2. The available management actions, when and how to apply them, and the expected impact of such actions
3. Key working assumptions and limitations of approaches taken

The role holder will work closely with Risk, plan, coordinate, and deliver regulatory SST activities, which include ORSA, PRA Market Risk Sensitivities, and LIST. They will also collaborate with business partnering and finance teams.

The ideal candidate will be an experienced, qualified Actuary with good knowledge of ALM or Economic Capital. In-depth knowledge of different balance sheets (IFRS, Solvency II, and MCEV) is also required.