Responsiblities :
- Supports data, basis, results and balance sheet production for IFRS, Economic Capital, Asset Share & New Business Reporting
- Actuarial model result analysis including validation, analysis of change, economic and non- economic Stresses, Sensitivities, Critical Scenario, Back-testing etc.
- Base and stressed balance sheet and P&L account production on solvency II requirement (both IM & SF)
- SCR calculation and validation using solvency model
- NB reporting and analysis such as VNB, APE, NBS, profit driver analysis etc.
- Asset model results production, Stress analysis, ALM, Equity Release valuation
- Strong understanding of Prophet, DCS etc.
- Regression testing - change request, testing, impact analysis etc.
- Support complex projects and developments
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