Stress & Scenario Testing Actuary | Flexible Location
- 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.
Apply for Stress & Scenario Testing Actuary | Flexible Location
Already uploaded your CV? Sign in to apply instantly