Capital Modelling Lead

Our general insurance client is seeking actuaries experienced in capital modelling with 2-6 years of experience to join their team. This role is based in Sydney. About the roleRun the Economic Scenario Generator (ESG) and be responsible for the day-to-day modelling of economic scenarios. Update and validate the ESG model, ensuring the accuracy of asset returns and derive, apply, and validate adjustments based on the investment plan and outlook. Apply and validate ESG updates in the Economic Capital Model (ECM) including analysing capital impacts and performing validation reviews. Provide assistance with general queries, and with requests for external review and regulatory submissions. Identify opportunities for ESG improvement, promote the understanding and use of ESG, and coach junior team members. Maintain systems and procedures for accurate data and analyses in capital modelling, produce analysis and reports for capital needs, and coordinate with global teams. About youProgressing with exams or a Fellow of the Actuaries Institute of Australia or equivalent.2-6 years of relevant actuarial experience in general insurance, banking, or health with experience in Economic Scenario Generator (ESG) modelling and/or economic capital modelling highly regarded.Good problem-solving skills and able to work independently.Strong communication skills and able to work with a range of technical and non-technical stakeholders. For further information or to apply for this role, please contact Amity Delaney on amity@sklactuarial.com.au