#309 EY – Senior Investments Actuarial
EY GDS Consulting
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