Actuary, ReMetrica Capital Model developer
Required for ground up coding of the model. Needed to ..
• Support design of model structure to accept inputs from existing parameterisation processes
• Analysis of change from existing Igloo model
• Identify changes required to Igloo model to align with ReMetrica
• Coding to translate model output to LCR forms
Designing and improving validation methodologies around dependencies and reserve risk
• Must have previous model build experience in ReMetrica
• Working Igloo knowledge, including experience of model changes
• Experience of reserve risk parameterisation
• Experience of underwriting risk parameterisation, including loss emergence
• Knowledge of London market business and key drivers of risk
• Any Python skills ideal.
Based in City, London
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