Capital Modelling Actuary

  • 35709
  • Non-Life - Actuarial
  • |
  • Connecticut, United States
  • |
  • Aug 28, 2019
Reinsurance
RESPONSIBILITIES
  • Calibration of various parameters that feed into the capital model.
  • Gather model inputs from different teams and prepare them for the model run.
  • Conduct capital model runs and create reports and exhibits for relevant stakeholders.
  • Support model development work.
  • Functional testing and model validation related tasks.
  • Other capital modeling work.
QUALIFICATIONS
  • Mathematical background, professional qualification in actuarial science is a big plus.
  • Programming and data management capabilities.
  • 3 to 7 years of experience in the Re/insurance industry of which 2-3 years in capital modeling.
  • Strong work ethic and commitment to meeting deadlines.