Contribute to determining, managing and optimising the regulatory and economic capital and liquidity requirements for companies in the UK Division
Location: London
Category: Life Actuarial
Type: Permanent
Key Duties (including but not limited to):
Contribute to the production and maintenance of the methodology for the calculation of economic capital and liquidity contributing to the ERM framework, and validating the proper implementation of that methodology in capital models
Support the production and review of methodology used to determine regulatory capital requirements and ensuring this is implemented appropriately in models and results produced for regulatory reporting purposes
Contribute to the development and delivery of capital and liquidity plans including Stress and Scenario Testing (SST) analyses, capital projections and sensitivities on a range of capital metrics
Reports to the Head of Capital and Liquidity
Fellow of the Institute and Faculty of Actuaries (or equivalent)
Strong technical skills including either financial reporting or Solvency II knowledge/experience
Good understanding of the UK regulatory environment