Position Overview
Overview
Key Duties (Including but not limited to):
Take ownership of the existing pricing tools (Tyche models and Excel models). Being responsible for the process of producing pricing quotes and making any upgrades and changes to the tools as requiredIdentify inefficiencies in pricing processes & controls and implement improvements to address these as part of the Company’s drive for process enhancementsUnderstanding of macroeconomic assumptions (interest rates, credit spreads, FX) impact on pricing. Being able to obtain and interpret required investment data from Bloomberg and from investment teamsUnderstand the drivers of capital requirements for S&R products and how these vary under different reinsurance structures. This includes across economic capital, Bermuda Monetary Authority and NAIC RBC regimesQualifications required:
Ideally, recently qualified actuary and a member of the IFoA or SOA