(Apply Now) Capital Modelling Actuarial Analyst
4 hours ago
Job Description
Description
Job Description:
1. Assist management with its ongoing development and parameterization of Allied World’s internal capital models.
2. Support capital submissions to regulators, including the BMA, Lloyd’s, the PRA, the CBI, and FINMA.
3. 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.
4. Perform industry research and analysis of parameters and methodologies including loss distributions, asset distributions, correlations, etc.
5. Assist with validation of models and liaise with other departments as necessary to gather expert knowledge.
6. Create and maintain model documentation.
7. Assist with developing training material for senior management.
8. Create exhibits for risk management committee and board meetings.
Qualifications
Skills and Experience Required:
1. 2 or more years of experience as an actuary in a General Insurance role.
2. Completion of at least 5 Actuarial exams.
3. Experience with capital modelling preferred.
4. Tyche experience an asset.
5. Bachelor’s degree in Math, Statistics, Economics, or related field.
6. Strong Excel and programming skills (e.g. VBA, Python, R, SAS).
7. Knowledge of Solvency II principles an asset.
8. Ability to solve problems using sound reasoning and judgement.
9. Good writing skills and able to communicate complex ideas to non-technical audiences.
10. Detail oriented and strong organizational skills.
Primary Location
IE-IE-Dublin
Work Locations
Dublin Georges Quay Plaza, Georges Quay Dublin 23rd Floor Dublin
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