Job Description
The role:
Reporting to the Capital Modelling Actuary, the Economic Capital Actuary supports the development, enhancement and application of Conduit Re’s Internal Capital Model (“ICM”), contributing to capital modelling, business planning and risk management activities across the organisation.
Working closely with underwriters, other actuaries, exposure management and finance the role supports regulatory and rating agency capital calculations, scenario analysis and reporting, while helping to strengthen modelling capabilities and decision-making across the business.
Duties and responsibilities:
- Support the development and enhancement of the ICM, using the Tyche platform, in support of the annual business planning process.
- Support the calculation of rating agency and regulatory views of capital.
- Supporting the business planning cycle includes “what if” analysis and stress and scenario testing.
- Maintain rolling ...