Senior Actuary Internal Modelling

This position will be responsible for Independent Validation of the firm's Internal Model and provides second line oversight of model risk.

Responsibilities:

• Deliver in dependant validation of the internal model, including market, credit & life insurance risk models
• Report the maintenance of review activity to provide appropriate coverage of Solvency II requirements
• Perform additional 2nd line activity as appropriate i.e Model Risk reviews
• Input to the wider ORSA process as appropriate
• Support engagement with the PRA in respect of the Internal Model

Experience:

• Qualified Actuary
• Proven track record at delivering reporting requirements
• Strong report writing skills
• Strong technical knowledge and understanding of Solvency II capital requirement calibrations and Solvency II as a whole