Capital Modelling Actuarial Analyst – 29180

The Emerald Group; London; Hybrid; NOK 816,000 - 1,050,000; Full time

Job summary

A financial services company is looking for a professional to join its Capital Management team, with a focus on managing the Economic Scenario Generator (ESG) and analysing the asset portfolio. The ideal candidate will have a relevant university degree and strong analytical skills. Familiarity with Tyche and SQL is advantageous. This role is permanent and can be based in London or Cologne.

Qualifications

• A 2:1 university degree or higher in a subject with mathematical content is required.
• Ideally have some prior experience in modelling.
• Experience using Tyche and SQL database management systems would be an advantage.

Responsibilities

• Running and maintaining the Economic Scenario Generator (ESG).
• Analysing the asset portfolio of the Company.
• Reviewing and validating reinsurance structures.

Skills

Economic Scenario Generator (ESG)

Analytical skills

SQL database management

Education

2:1 university degree or higher in a subject with mathematical content

Tools

Tyche

Job description

This role sits within the Capital Management team and supports the Company's Europe’s Internal Model and Standard Formula Solvency Capital Requirements (SCR).

• Location: London or Cologne
• Type: Permanent

Key Duties (Including but not limited to)

• Running and maintaining the Economic Scenario Generator (ESG), ensuring it is accurately calibrated and fully integrated into the Internal Model for both regulatory and internal reporting purposes.
• Analysing the asset portfolio of the Company to ensure alignment with the company’s risk appetite, while also assessing valuation and performance of those assets.
• Reviewing and validating reinsurance structures to identify potential capital efficiencies, and carrying out sensitivity and stress testing.
• A 2:1 university degree or higher in a subject with mathematical content
• Ideally, some prior experience in modelling
• Experience using Tyche and SQL database management systems would be an advantage