Seeking a technically strong Life Actuary to be responsible for:
- Assist in the review of the Solvency II / economic capital calculation methodology.
- Perform and recommend non-market risk model calibration for Solvency II capital calculation.
- Design and prepare calibration and validation scenarios for the calibration of the model.
- Model validation including monitoring of market and non-market risk against triggers.
- Support on providing response to feedback from regulator, validation team, internal or external audit on capital modelling work.
The ideal candidate must have over 3 years experience in the Actuarial filed with strong understanding of Solvency II framework (Pillar I and II). Candidate from other relevant Actuarial background might also be considered for the role.
Please forward your profile to firstname.lastname@example.org for further discussion