Reporting to the Senior Manager/Actuary within the Technical and Actuarial Team, you’ll support the Investment on a range of technical subjects, including Pricing, Assets valuations, Optimisation and Actuarial concepts, such as the Matching Adjustment.
Key duties (including, but not limited to):
- Liaise with the ALM team to optimise the cash flow matching and broader MAP considerations from new investment flows and existing portfolio
- Support Investment Actuarial on developing investment strategy and bond selection, capital efficiency and profitability
- Support Investment Actuarial on assumptions and methodology for the investment components of new business pricing assumptions
- Engage with Treasury/Finance on strategic liquidity and collateral management matters
- Provide Investment team support for the DB business
- Prepare papers for STILF, MAC and Credit Committee forums/committees
Qualifications required:
- First class / upper class degree (Essential)
- CFA or part qualified actuary (Desirable)
Experience required:
- Good modelling skills ideally in the language of VBA & Python, other languages such as R and Julia are also desirable
- 5+ years relevant experience within Financial Services, Asset Management, Insurance Investment or Investment Consulting
- 5+ years working knowledge of long only credit manager research and/or asset allocation and portfolio construction. Fundamental investing knowledge such as asset modelling, with the ability and interest to develop further, and investment function knowledge of a (life) assurer is desirable, but not essential