Actuary, ReMetrica Capital Model developer Actuary, ReMetrica Capital Model developer …

Scope AT
in London, England, United Kingdom
Contract, Full time
Be the first to apply
Very good, Negotiable
Scope AT
in London, England, United Kingdom
Contract, Full time
Be the first to apply
Very good, Negotiable
Actuary, ReMetrica Capital Model developer. Ground up coding of the model.

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

 

Skills necessary

• 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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