DB Actuarial Analyst

4 weeks ago


London, Greater London, United Kingdom Emerald Group Ltd. Full time
Actuarial Analyst Job Description

Emerald Group Ltd. is seeking an experienced Actuarial Analyst to join our team. As an Actuarial Analyst, you will play a key role in developing and maintaining our asset modelling methodology, including IFRS Level 3 assets and limited-price-indexation (LPI) linked assets valuations and validations.

Key Responsibilities:
  1. Actuarial Technical Support: Provide technical support to develop, maintain, and document the Company asset modelling methodology, including IFRS Level 3 assets and LPI linked assets valuations and validations.
  2. IFRS Level 3 Asset Valuations: Support and explain the IFRS Level 3 asset valuation differences between the Company and asset managers where applicable.
  3. Short-Term Liquidity Risk: Provide actuarial technical support to model short-term liquidity risk and the management of it.
  4. Quantitative Analysis: Provide quantitative analysis of each regulated insurance entity's inflation and currency matching position and recommend actions to ensure appropriate hedging.
Requirements:
  1. Qualifications: A qualified actuary with experience at a life insurance company.
  2. Experience: Recent experience in the Investments, Reporting, or Treasury area.
  3. Desirable Skills: Experience in financial markets, corporate bonds/loans, and risk mitigation techniques involving financial derivatives; understanding of fixed income assets and derivatives and their dynamics with life insurer balance sheets and Solvency II requirements; knowledge of insurance products and markets, including UK reporting regulations, ideally with experience in DB scheme transactions.
  4. Technical Skills: Excellent knowledge of Excel and VBA and potentially other financial modelling software.

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