Allied World
Job title:
Capital Modelling Actuarial Analyst
Company
Allied World
Job description
Job Description:
- Assist management with its on-going development and parameterization of Allied World’s internal capital models.
- 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.
- Create and maintain model documentation.
- Assist with developing training material for senior management.
- Create exhibits for risk management committee and board meetings
QualificationsSkills and Experience Required: –
- 2 or more years of experience as an actuary in a General Insurance role
- Completion of at least 5 Actuarial exams
- Experience with capital modelling preferred
- Tyche experience an asset
- Bachelor’s degree in Math, Statistics, Economics, or related field
- Strong Excel and programming skills (e.g. VBA, Python, R, SAS)
- Knowledge of Solvency II principles an asset
- Ability to solve problems using sound reasoning and judgement
- Good writing skills and able to communicate complex ideas to non-technical audiences
- Detail orientated and strong organizational skills
Expected salary
Location
Dublin
Job date
Sun, 15 Dec 2024 07:14:11 GMT
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