Our general insurance client is seeking a Capital Modelling Manager on a contractual basis for a maternity leave cover. Initial contract term until end of June 2025.
About the role
- Validation of asset data and Economic Capital Model (ECM) output relating to asset data.
- Validation of Economic Scenario Generator (ESG) adjustments and ECM output relating to ESG updates.
- Support ad hoc queries relating to ESG replacement, including support for model changes relating to external regulators as necessary.
- Prepare documentation to support recommendations regarding ESG replacement and the internal model change process.
About you
- Strong experience working in capital teams in general insurance.
- Experience with Igloo and working with Economic Scenario Generators is essential.
- Understanding of industry best practice and the regulatory environment in capital for general insurers.
For further information about this role, please contact Jas Singh on 0412 738 567 or jas@sklactuarial.com.au
