Key responsibilities

• Support the ongoing development and use of the approved Solvency II internal model, including model code maintenance, parameterisation, and performance testing
• Produce and review model inputs and outputs, ensuring appropriateness for the entity’s risk profile and exposure
• Support the Risk and Actuarial functions in producing internal model-based risk metrics including stress testing for ORSA and ceded reinsurance assessment
• Engage with the Central Bank of Ireland and the wider regulatory college on the ongoing use and development of the capital model
• Prepare written reports and quantitative output to support model communication and validation
• Ensure governance processes are appropriately followed and data quality standards are maintained

Requirements

• Nearly or newly qualified actuary with experience in a P&C insurance environment
• Knowledge and/or experience of Solvency II, with a good working understanding of capital modelling concepts
• Highly numerate and analytical with a strong academic record
• Excellent Excel skills; VBA experience is preferred, and knowledge of R, Python or ReMetrica is a strong advantage
• Strong written and verbal communication skills with the ability to convey complex technical concepts to a range of audiences

Interested?

If you’d like to discuss this opportunity in confidence, please contact Kate Henebry:

📧 kate.henebry@raretec.ie📞 085 127 9934

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