Assist management with its ongoing development and parameterization of the Company's internal capital models.
* Location: Dublin
* Type: Permanent
Key Duties (Including but not limited to):
* Support capital submissions to regulators, including the BMA, Lloyd’s, the PRA, the CBI, and FINMA.
* Run model for quarterly updates, analysis of reinsurance purchases, ad-hoc model runs for new business initiatives, merger and acquisition analyses, and for other strategic business purposes.
* Perform industry research and analysis of parameters and methodologies including loss distributions, asset distributions, correlations, etc.
* Assist with validation of models and liaise with other departments as necessary to gather expert knowledge.
Minimum Requirements:
* Bachelor’s degree in Math, Statistics, Economics, or related field.
* Completion of at least 5 Actuarial exams.
* 2 or more years of experience as an actuary in a General Insurance role.
* Experience with capital modelling preferred.
* Strong Excel and programming skills (e.g. VBA, Python, R, SAS).
* Knowledge of Solvency II principles an asset.
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