Job Title:

Specialist - Risk Calibration support

Location : Gurugram

Qualification:

Degree in Mathematics/ Economics/ Statistics/etc. At least 10 actuarial exams with a minimum work experience of 3 years in a similar role.

Additionally, knowledge of the following tools is mandatory :

- MS Excel, Word, Powerpoint

- VBA skills advantage

- MS Access

- ICM1 Skills

Needed:

- Matlab (can be trained within the team during the 1 month training prior to starting the BAU calibration process. Licences expected to be provided via Client- remote desktop access)

- MS Excel including VBA

- MS office (Word, PowerPoint)

Assigned Role::

The qualified or near qualified actuary should have the following experience:

1) Good understanding of life insurance risks and actuarial mathematics

2) Solid understanding of market risks in particular and statistical modelling techniques to use for these

3) Communication (written and verbal) skills,

4) Proficient in MS Excel and VBA. Matlab experience is desirable

5) Stakeholder management skills,

6) Team Management experience.

The candidate should be a qualified actuary or near qualified actuary with at least 4 years of work experience. Expected to be some synergies with the Client production team (e.g. they can be trained on Matlab in the same session, it is expect that the team supporting the production team can support work in calibration during extreme peak periods and vice versa)

Extension of the Client London team to provide support to perform annual BAU risk calibration work

- Calibration of market risks: collection of market data, data preparation, calibration, writing up result in Word and PowerPoint format.

- The team is expected to support ad hoc calibration developments. This includes both theoretical developments (typically with associated prototyping in Excel) and systems improvements (Excel or Matlab - training on the latter will be provided)

#LI-DNI

City:Gurugram

Experience (5-7)Yr.

Annual Salary - 850,000 - 1,205,888 lac INR

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