Full-Time
Kolkata
Posted 1 month ago

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

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