
Capital Actuary
Full Time On Site (Full Time) @AXA XL, a division of AXA posted 9 months ago in ActuarialJob Description
DISCOVERÂ your opportunity
What will your essential responsibilities include?
- Support the Head of Capital Modelling – Division in the development and maintenance of an internal capital model for the Division that reflects AXA Group standards
- Review model inputs and outputs and justify appropriateness for Divisional exposure
- Follow governance processes and ensure data quality standards are met
- Support the completion and review of parameterisation processes in time for model use and in line with specified standards
- Manage receipt of planning data for capital modelling and communicate with stakeholders to ensure consistency of use
- Review model code and adjust where necessary
- Provide information and field questions relating to all parts of the model
- Respond to queries or ad hoc investigations regarding the capital or underlying risk position of the Division
- Provision of capital modelling output to support actuarial analyses and risk second opinions
- Communicate the output and methodology with other parts of AXA XL, including those with a non-technical background
- Support the assessment of any standard formula requirements (Solvency II or BSCR) for the Division as required
- Performance testing on model outputs to ensure appropriateness of model calibration
- Production and maintenance of model documentation to a sufficient standard to meet regulatory and professional requirements
- Support for other entities within AXA XL using output from the Divisional model
You will report to Head of Capital Modelling – Division
SHARE your talent
We’re looking for someone who has these abilities and skills:
- Strong track record in capital modelling
- Curious, inquisitive, innovative and open to new ideas
- Excellent attention to detail
- Strong ReMetrica user
- Highly numerate and analytical with very good academic record
- Good written and verbal communication skills
- SQL and R coding skills beneficial
- A self-starter with strong organizational skills
SHARE your talent
We’re looking for someone who has these abilities and skills:
- Nearly or newly qualified actuary with experience working for an Insurance company
- Highly numerate and analytical with very good academic record
- Good written and verbal communication skills
- Good working knowledge of capital modelling concepts
- Excellent Microsoft Excel skills – preferably with experience of VBA
- Strong ReMetrica or Igloo skills
- SQL, Python and R coding skills are not essential but preferable.