Credit Agricole Creditor Insurance Dublin

Conception & adaptation produits

★★★★★

Actuary - modelling analyst m/f H/F

18 juin Ireland, Dublin City Center CDI

DUTIES AND RESPONSIBILITIES

Quarterly/Annual Solvency 2 Reporting
BEL, SCR, MCR:
Generate and check model points.
Update the assumptions feeding into the Prophet model and include reasonability checks on assumptions.
Run the quarterly BEL calculation in prophet.
Complete all outside prophet calculations for overall SCR including Health CAT, counterparty default etc.
Perform reasonability checks on results.
Deliver calculation on time through reporting channels (Vega and BFC)
Carry out Analysis of Change on BEL and SCR calculation.
Perform Sensitivity runs twice yearly.

New Business Point of Sale:
Generate and check the model points for new business point of sale.
Update the assumptions feeding into the Prophet model and include reasonability checks on assumptions.
Run the annual New Business Point of Sale calculation in prophet.
Perform reasonability checks on results.
Carry out Analysis of Change on New Business Point of Sale.
Provide quarterly estimates for New Business Point of Sale to Group taking into account assumption updates throughout the year.

Budget:
Calculate premiums for partners and communicate with group.
Complete budget analysis in prophet within group deadlines.
Perform reasonability checks on result.
Answer questions on reasonability of results produced.

ORSA:
Use budget information to calculate prospective SCR in prophet for ORSA.
Complete all outside prophet calculations for completion of overall SCR in Vega.
Perform reasonability checks on results.
Deliver calculation on time through reporting channels (Vega and BFC)
Participate in writing reports.

QRTs:
Gather relevant information for quarterly and annual QRTs.
Deliver QRTs on time through reporting channels (Vega and BFC)
 
Annual Studies
Lapse rate study
Model point aggregation study
Roll forward analysis.
Reinsurance studies
Risk Margin study.
Ad Hoc studies performed during the year for actuarial department.
Update the Reserving policy document


General
·         Attending Technical meetings led by group and reporting back outcome of meetings.
·         Keep up to date model documentation, procedures and processes on work performed.
·         Answer questions and provide information to audit and external reviewers, including Actuarial Function Holder.

Internal relations
·         With Pricing, Reserving, IT, Administration & Operations, Project, Claim and Finance Departments and Business Development Departments

External relations
·         Group, external auditors.


• Minimum of 2-3 years professional experience

• Experience in Creditor Insurance business preferred but not a prerequisite.


• Actuarial qualification or working towards qualification.