Insurance Analyst Capital Modelling
Insurance Analyst Capital Modelling
Alexander Black Recruitment is urgently looking for a Insurance Analyst with capital modelling experience to join our high profile client.
Our client is a one of the world’s best known Risk Management specialists in the world they offer disciplined underwriting sophisticated risk management and a global network with local knowledge. They have approximately 60 offices in more than 20 countries as well as 95% of the top insurance firms globally as their clients.
The risk Analyst will support the Risk Management team in the identification, assessment and mitigation of risks that could impact the strategic objectives of my client as well as to support the running of economic capital models for Solvency II and SST compliance.
The actuarial analyst will work closely with the risk manager and gain massive exposure to both insurance and reinsurance risk. Career progression is made quickly to risk manager and the milestones are clearly visible. This role looks heavily at enterprise risk so you will be looking at several
The Analyst will:
Support the running of economic capital models for Solvency II and SST compliance
Support the validation and documentation of capital modeling processes
Assist in the design of capital model structures, and determination of appropriate methods
From time to time, support the implementation of special project for the wider XL Group capital model
Candidates MUST:
- Educated to degree level or equivalent, ideally a post-graduate qualification
- Qualified actuary with 3-4 years of relevant actuarial work experience
- Experience of capital modeling
- Must have excellent computer skills including experience with Microsoft Excel, Microsoft Access, SQL and VBA programming
- ReMetrica experience is desirable
My client is based in London
If this sounds of interest then please send your most recent cv to banking@alexanderblackrecruitment.co.uk or call James Holland on 0207 590 3681
Leave a Reply
You must be logged in to post a comment.