Internal Model Actuary (ERM Team) – 29705

As a model implementation actuary within the internal model team, you will be responsible for designing, developing, supporting, testing and documenting the Company’s internal models.

• Location: London
• Category: Life Actuarial
• Type: Permanent

Key Duties (Including but not limited to):

• Design, develop, support, test and document internal models for credit, interest rate, inflation and equity release mortgages
• Support the internal model operations team, investigating internal model queries, and proposing solutions
• Work closely with the internal model design team, to understand new feature developments, and contribute to how these can be implemented within the internal model code
• Act as a conduit between the internal model team and IT to ensure their models are supported by IT and their processes are aligned with other development teams
• Fellow of Institute of Actuaries (or equivalent)
• Strong capital modelling experience in market, credit and/or equity release mortgage risk space within life insurance industry
• Experience with using python. Ideally knowledge of good software design principles and unit testing
• Experience with DevOps or GitHub for managing software developments

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