As a Senior Actuarial Risk Analyst, you will become an integral part of a leading specialty insurer in the market. In your role within the Actuarial Risk Team, you will lead capital model risk management, actively monitoring and reporting on critical risk metrics. You will be responsible for producing Own Risk and Solvency Assessments (ORSAs) and conducting scenario analyses, ensuring the risk management processes are robust and highly effective. Your contributions will be essential to strengthening our risk management framework.
Key Responsibilities:
Lead the annual validation of Lloyd's syndicate capital model by rigorously reviewing its various components.
Deliver comprehensive risk reports for every major model development or re-parameterisation.
Execute validation on other internally used capital models with a focused, efficient approach.
Conduct thorough analyses of actuarial and other models across the business to ensure accuracy and reliability.
Skills:
Must have at least 2 years of relevant work experience in a non-life actuarial role, either in-house or in consultancy.
Required to possess familiarity with capital modelling principles and demonstrate proficiency in stochastic modelling techniques and aggregations.
Must exhibit strong analytic and collaborative skills, with a drive to tackle issues head-on.
Capable of engaging constructively with model owners.
Reach out to me at Tanveer.ali@arthur.co.uk for further details!