Responsibilities:
• Managing projects, producing reports, performing reviews and analysing results in all areas of short-term actuarial services.
• Reviewing technical provisions - IBNR, UPR, AURR, including stochastic risk adjustment calculations in R/Python.
• Assisting clients with their IFRS 17 reporting requirements.
• Providing HAF support.
• Capital modelling, including reviews of economic capital models, building challenger models, and quantitative validation of the SAM/RBC standard formula.
• Reinsurance reviews and stochastic optimisation, including geospatial modelling.
• Product pricing and design, including reviews, working with GLMs, GAMs, etc.
• Projection models for ORSA/FCR and business plans.
• Providing technical advice to General Insurance clients.
• Ensuring that reports include insight/value-add for clients.
• Supporting the Associate Directors.
• Performing market studies and research.
• Maint...