Responsibilities
Capital modelling including reviews of economic capital models, building challenger models and quantitative validation of SAM standard formula
Reinsurance reviews and stochastic optimisation
including geospatial modelling
Product pricing and design, including working with GLMs, GAMs etc
Building projection models for ORSA and business plans
Reviewing technical provisions including IBNR, UPR, AURR and including stochastic risk adjustment calculations in R/Python
Producing reports, reviews and analyses results and signing on all areas of short-term actuarial services
Assist clients across Africa with their IFRS 17 reporting requirements
Provide technical advice to General Insurance clients across Africa
Managing projects
Ensure that reports include insight/value add for clients
Supporting the head of the department
Performing market studies and research
Maintain and improve client relationships
