Actuarial Analyst – Capital Modelling – 28520

4 days ago


Dublin, Dublin City, Ireland The Emerald Group Full time
Assist management with its on-going development and parameterization of the Company's internal capital models.

- Location: Dublin
- Category: Capital
- 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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