Senior Actuarial Risk Analyst

Join a dynamic actuarial risk team responsible for delivering robust capital model risk management, monitoring and reporting risk metrics, and contributing to critical business processes like ORSAs and scenario analysis.

Key Responsibilities

Validation:

• Support annual validation of capital models, including detailed reviews of model areas.
• Prepare risk reports for major model developments or re-parameterizations.
• Conduct lighter validations on other internally used capital models.
• Perform in-depth analysis of actuarial and other business models, liaising with stakeholders to understand models comprehensively and recommend improvements.

Risk Metrics:

• Update and enhance dashboards covering various business areas.
• Collaborate with stakeholders for insights into metrics and trends for comprehensive risk commentary.
• Prepare quarterly risk metric presentations for Risk Committees and Boards.
• Contribute to the annual review and development of risk metrics and appetites.

Own Risk and Solvency Assessment (ORSA):

• Contribute quantitative risk perspectives to annual ORSAs for multiple entities.
• Maintain and monitor the business risk profile inputs featured in ORSAs quarterly.

Stress and Scenario Analysis:

• Conduct annual stress test and scenario analysis exercises with firm-wide stakeholders.
• Report findings to the business, incorporate results into ORSAs, and validate/refine capital model outputs.

Performance Objectives:

• Deliver high-quality reporting and management information with attention to detail.
• Build strong relationships across the business.
• Become a subject matter expert in assigned deliverables.
• Garner positive feedback from internal stakeholders.

Essential Skills and Experience:

• Minimum of 2 years’ experience in a non-life actuarial function, either in-house or consultancy.
• Understanding of capital modelling principles and familiarity with stochastic modelling techniques.
• Strong analytical skills, collaborative mindset, and a results-driven approach.
• Ability to engage stakeholders constructively and provide insightful feedback.
• Excellent written communication and report-writing skills.
• Demonstrable progress with actuarial qualifications.
• Strong planning and organizational abilities.

Desirable Skills and Experience:

• Experience with 1st line capital modelling or validation.
• Knowledge of capital modelling platforms such as Remetrica.

This role offers an exciting opportunity to contribute to key risk management processes in a collaborative environment while advancing your actuarial career. Apply now to make an impact!