Capital Modelling Analyst Actuary

Our client, a P&C international insurance company, is looking for an Asset Modelling Actuary to support the Capital Modelling department.

He/she will be in charge of the following tasks:

• Running and maintaining the Economic Scenario Generator (ESG), ensuring it is accurately calibrated and fully integrated into the Internal Model for both regulatory and internal reporting purposes.
• Analysing the asset portfolio of MSIG Europe to ensure alignment with the company’s risk appetite, while also assessing valuation and performance of those assets.
• Reviewing and validating reinsurance structures to identify potential capital efficiencies, and carrying out sensitivity and stress testing.
• Supporting the annual strategic planning process by providing capital modelling insights for setting next year’s financial targets, including Loss Ratio and Return on Capital analysis.
• Leading or contributing to deep-dive reviews to enhance capital efficiency across different risk types within both the Internal Model or Standard Formula.
• Assisting with various annual reporting deliverables, including Profit and Loss, and SCR reports.
• Gaining exposure to both Internal Model and Standard Formula reporting frameworks.

• You have a 2:1 university degree or higher in a subject with mathematical content.
• Ideally, some prior experience in modelling.
• Experience using Tyche and SQL database management systems would be an advantage.
• Open to occasional business travels.