Capital Modelling Actuarial Analyst
2 weeks ago
Job Description
Description
Job Description:
- Assist management with its ongoing development and parameterization of Allied World's internal capital models.
- 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.
- Create and maintain model documentation.
- Assist with developing training material for senior management.
- Create exhibits for risk management committee and board meetings.
Qualifications
Skills and Experience Required:
- 2 or more years of experience as an actuary in a General Insurance role.
- Completion of at least 5 Actuarial exams.
- Experience with capital modelling preferred.
- Tyche experience an asset.
- Bachelor's degree in Math, Statistics, Economics, or related field.
- Strong Excel and programming skills (e.g. VBA, Python, R, SAS).
- Knowledge of Solvency II principles an asset.
- Ability to solve problems using sound reasoning and judgement.
- Good writing skills and able to communicate complex ideas to non-technical audiences.
- Detail oriented and strong organizational skills.
IE-IE-Dublin
Work LocationsDublin Georges Quay Plaza, Georges Quay Dublin 23rd Floor Dublin
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