Capital Modelling Lead

Our general insurance client is seeking actuaries experienced in capital modelling with 2-6 years of experience to join their team. This role is based in Sydney.

About the role

• Run the Economic Scenario Generator (ESG) and be responsible for the day-to-day modelling of economic scenarios.
• Update and validate the ESG model, ensuring the accuracy of asset returns and derive, apply, and validate adjustments based on the investment plan and outlook.
• Apply and validate ESG updates in the Economic Capital Model (ECM) including analysing capital impacts and performing validation reviews.
• Provide assistance with general queries, and with requests for external review and regulatory submissions.
• Identify opportunities for ESG improvement, promote the understanding and use of ESG, and coach junior team members.
• Maintain systems and procedures for accurate data and analyses in capital modelling, produce analysis and reports for capital needs, and coordinate with global teams.

About you

• Progressing with exams or a Fellow of the Actuaries Institute of Australia or equivalent.
• 2-6 years of relevant actuarial experience in general insurance, banking, or health with experience in Economic Scenario Generator (ESG) modelling and/or economic capital modelling highly regarded.
• Good problem-solving skills and able to work independently.
• Strong communication skills and able to work with a range of technical and non-technical stakeholders.

For further information or to apply for this role, please contact Amity Delaney on *****@sklactuarial.com.au