Actuarial Solvency II Analyst M/F

Description du poste

We are looking for an actuary to join a dynamic and high-performing team playing a key role in activities such asSolvency II reporting, ORSA, Budget, New Business value and more.

The role suits an ambitious actuary willing to challenge themselves with a large variety of technical work that provides CACI with key information for the decision-making process.

DUTIES AND RESPONSIBILITIES

Quarterly/Annual Solvency 2 Reporting

Generate and check the model points used for Solvency II calculations;
Update the assumptions feeding into the Prophet model and perform reasonability checks on
assumptions;
Run the quarterly BEL calculations in Prophet including central BEL and BEL shocks for Life and
Health Underwriting SCR;
Complete all outside Prophet calculations for Solvency Capital requirements, including Health
CAT risk, Counterparty default risk, Health NSLT and...