Overview
Key Duties (Including but not limited to):
1. 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.
2. Analysing the asset portfolio of the Company to ensure alignment with the company’s risk appetite, while also assessing valuation and performance of those assets.
3. Reviewing and validating reinsurance structures to identify potential capital efficiencies, and carrying out sensitivity and stress testing.
Qualifications required:
4. A 2:1 university degree or higher in a subject with mathematical content
Experience required:
5. Ideally, some prior experience in modelling
6. Experience using Tyche and SQL database management systems would be an advantage