Actuarial Analyst – Capital Modelling – 28520

4 weeks ago

Dublin, Dublin City, Ireland The Emerald Group Full time

Assist management with its ongoing development and parameterization of the Company's internal capital models.
Location:
Dublin
Type:
Permanent
Key Duties (Including but not limited to):
Support capital submissions to regulators, including the BMA, Lloyd's, the PRA, the CBI, and FINMA.
Run model for quarterly updates, analysis of reinsurance purchases, ad-hoc model runs for new business initiatives, merger and acquisition analyses, and for other strategic business purposes.
Perform industry research and analysis of parameters and methodologies including loss distributions, asset distributions, correlations, etc.
Assist with validation of models and liaise with other departments as necessary to gather expert knowledge.
Minimum Requirements:
Bachelor's degree in Math, Statistics, Economics, or related field.
Completion of at least 5 Actuarial exams.
2 or more years of experience as an actuary in a General Insurance role.
Experience with capital modelling preferred.
Strong Excel and programming skills (e.g.
VBA, Python, R, SAS).
Knowledge of Solvency II principles an asset.
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