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Economic Capital Modeling Actuary - Urgent Hire

  • Job type: Permanent
  • Location: United States - New York
  • Salary: 130,000.00 - 190,000.00 USD per Annum
  • Job reference: 86172
  • Sector: Quantitative Finance, Risk Management
  • Date posted: 11/01/2017
A leading global reinsurer is looking to add a Senior Actuary to their Capital Modeling group. This role will be reporting to the chief actuaries and senior leader in risk and analytics.  

Responsibilities

-          Capital modeling and allocation across all lines of business.
-          Prepare and maintain documents and reports of the capital modeling processes
-          Performing scenario generation, stress testing and convergence analyses
-          Maintain and improve capital models and the modeling process
 

Required Skills

-          3+  years of capital modeling experience
-          7+ years of actuarial experience 
-          ASA or FSA
-          Experience with MG ALPHA and GGY AXIS
-          Bachelor’s degree in Actuarial Science, Mathematics, or a related field
-          Strong written and verbal communication skills




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