Actuary Capital Specialist
2 days ago
The Zurich Technical Centre of Excellence EMEA (TCOE EMEA) is a regional hub where knowledge is shared and skills are developed.
It is a place which drives innovation, shares knowledge, and develops skills.
We are looking for a qualified Capital Actuary to work in the TCOE Capital Actuarial team on the production and methodology of the Solvency II Internal Capital Model and other related actuarial and capital management processes.
Your Responsibilities:- Perform complex capital and actuarial analyses as assigned with minimal direct supervision.
- Support in cross-functional tasks across Internal Model and other topics.
- Collaborate with individuals and teams across the TCOE, ZIE HO and Zurich Group as necessary.
- Effectively manage and develop relationships with senior colleagues within the company.
You will also be responsible for:
- Managing the production and reporting of results for defined risk types of the Solvency II Internal Model.
- Reconciling inputs, parameters, and outputs of the production runs for defined risk types of the Solvency II Internal Model.
- Performing first line validation work, support model change and independent validation activities.
You will provide input and support to Solvency II compliance including the ORSA, AFR, RSR, SFCR, Profit and Loss Attribution report, QRTs and other relevant regulatory reporting.
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