Capital modeling specialist role overview
this is a pivotal role for an individual to utilize their technical expertise in capital management, leveraging internal stochastic capital models and rating agency regulatory frameworks.
the capital modeling specialist will be responsible for developing and maintaining sophisticated tools and processes to support capital adequacy forecasting, scenario testing, and stress testing.
main responsibilities:
* develop, implement, and maintain enterprise-wide capital modeling solutions including stochastic models, rating agency models, and regulatory models
* conduct complex data analysis, forecast, and scenario testing to ensure accurate capital requirements and surplus assessments
* design, develop, and maintain other capital management tools and processes to optimize capital allocation
* perform ad-hoc analyses to support strategic capital management decisions and recommendations
* maintain comprehensive documentation of all capital management processes and tools
required skills & qualifications:
* bachelor's degree in actuarial science or a related field with a strong focus on financial mathematics and statistics
* minimum 2-5 years of experience in capital modeling, preferably in the insurance or finance sector
* proven expertise in programming languages such as python, r, sql, and sas
* proficiency in excel with advanced skills in data analysis, visualization, and modeling
* excellent verbal and written communication skills with the ability to convey complex ideas effectively
* familiarity with capital modeling software and systems
benefits package:
* competitive salary structure with performance-based bonuses
* comprehensive benefits package including private health insurance and pension plan
* flexible work arrangements including remote and office-based options
* opportunities for career growth and professional development
* dynamic and inclusive work environment within a global organization