Stress & Scenario Testing Actuary | Flexible Location

23 Feb 2021
25 Mar 2021
Damian Bialozynski
Contract Type

Key Responsibilities

  • Produce/review a wide range of single factor sensitivities on a quarterly basis, for internal and external audiences, providing analysis and commentary on impacts and changes over time.
  • Support the derivation and calibration of a range of stress scenarios of varying severities, with reference to the risks faced by the business.
  • Produce analysis for a wide range of stress scenarios, considering impacts across a range of sub-funds, metrics and time periods.
  • Support the derivation of management actions for both the mitigation of risks and for recovery planning after a stress event.
  • Produce stresses to set risk appetites for management of the solvency of the business.
  • Produce stressed projections to support quarterly Capital Planning activity.
  • Manage the production of Capital MI in an appropriate format for a range of different audiences and liaise with teams across the business to ensure timely provision of inputs and consistency.
  • Provide supporting information for a range of ad hoc SST queries from across the Group or from the Regulator, or to support proposals, such as dividend to Group.
  • Support the development and improvement of those elements of the SST process within Actuarial Management's control, in order to increase the efficiency and accuracy of the process.
  • Provide support to the Capital Management and Forecasting Project, to improve the efficiency and granularity of the SST process and to enhance the insights gained from the analysis produced.

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