Responsibilities : 

• Calculate the overall Solvency Capital Requirement (SCR) for an asset portfolio and individual risk charges under regulations such as Solvency II and Risk Based Capital 2.
• Develop new models / tailoring existing models for performing valuations of non-traditional / illiquid assets.
• Perform eligibility analysis for infrastructure investments under Solvency II.
• Perform extensive market research to evaluate capital implications for different investment strategies.
• Perform experience studies on valuation, methodology and assumptions.
• Develop solutions for sustainable finance and climate change risk modelling.
• Develop tools for various purposes such as SCR calculation, matching adjustment, valuation of assets.
• Be responsible for providing high quality results and generating effective solutions working along with Seniors, Managers or Senior Managers in delivering the project.
• Establish/manage priorities, communicate the status of activities, and accumulate/report all chargeable hours.
• Maintain/develop productive working relationships with stakeholders and other team members.

Requirement :

• 4-6 years of experience in Life Insurance or Investments
• Strong knowledge of Solvency II, Risk Based Capital 2, market risk, product cash flows, valuations and modelling.
• Understanding of traditional and illiquid asset classes such as Equity Release Mortgages, Derivatives etc.
• Modelling experience on any of the following: Excel, VBA, R, Python