Actuarial Model Validation Consultant

Chris Baily; New York (NY); On-site; USD 140,000 - 170,000; Full time

Job summary

Our client seeks experienced consultants to support an actuarial model testing and validation program. The engagement involves independent assessment of actuarial, insurance risk models and investment/analytics models.

Candidates should have strong experience with model validation methodologies, insurance risk frameworks, and MG-ALFA to support review, testing and validation activities.

Qualifications

• Experience with model validation methodologies.
• Strong knowledge of MG-ALFA and actuarial risk frameworks.
• Ability to assess governance, inputs, calculations and outputs.

Responsibilities

• Perform testing and validation of actuarial, insurance risk, and investment/analytics models.
• Assess model assumptions, methodologies, data inputs, calculations, and outputs.
• Evaluate model governance, controls, documentation, and validation findings.
• Leverage MG-ALFA expertise to support model review, testing, and validation activities.

Skills

Actuarial model validation

MG-ALFA

Insurance risk frameworks

Validation testing methodologies

Tools

MG-ALFA

Job description

Our client is seeking experienced consultants to support an actuarial model testing and validation program. The engagement will involve independent assessment of actuarial and insurance risk models and/or investment and analytics models. Candidates should have strong experience with model validation methodologies, insurance risk frameworks, and MG-ALFA.

Key Responsibilities

• Perform testing and validation of actuarial, insurance risk, and investment/analytics models.
• Assess model assumptions, methodologies, data inputs, calculations, and outputs.
• Evaluate model governance, controls, documentation, and validation findings.
• Leverage MG-ALFA expertise to support model review, testing, and validation activities.