Position: manager, Solvency II Modelling
Company: Insurance Organization
Job ID: 19816
- This position will work with the Director Solvency II, Technical Specialist and a small actuarial team to industrialize the inputs to the Global Igloo Model, while satisfying Solvency II standards.
- This position will also support the deployment of the new Economic Capital aggregator tool and the calibration of the current model during the transition period.
- Review and improve the parameterisation for the new Global Igloo Model.
- Work with business analysts to define the data requirements to industrialize the calibration process feeding into Igloo.
- Document assumptions, data and models up to Solvency II standards.
- Assist in the transition to the new Industrial Internal Model (Economic Capital Aggregator) tool.
- Support the calibration of the current stochastic economic capital model during the transition period.
- Lead a small team of actuarial professionals.
- FCAS designation or close to attainment.
- Five years of experience in the insurance industry in an actuarial role, with exposure to advanced modelling.
- Experience with financial statements.
- Strong technical skills.
- Flexible and able to work in an environment that is changing rapidly.
- Ability to facilitate discussions in group meetings.
- Aptitude to lead a team of professionals.
- Graduate degree in a related field considered an asset.
- SAS experience considered an asset.
- Advanced Microsoft Excel; mathematical or statistical modeling; basic accounting knowledge; general insurance knowledge; data modeling skills (SAS).