Senior Risk and Capital Modeling Manager
AmTrust Group

Overview

AmTrust Financial is driven by innovation and creative solutions and this will be an exciting opportunity to work with a multinational insurance business gaining exposure to the wider actuarial and risk team as well as an opportunity to work directly with the Head of Risk and Capital Modeling. This is a newly created opportunity identified as a key requirement by the company and board to drive and accelerate the growth and capital efficiency of the group.

Responsibilities

• This is an individual contributor role. Candidate must possess strong hands-on modeling and coding capability.
• In addition, the ideal candidate should have strong communication skill.
• Lead the Bermuda Solvency Capital Requirement (BSCR) model execution, enhancement, maintenance, and analytics.
• Partner with business, Finance and Group Actuarial functions to establish input parameter.
• Assist with the development, maintenance, and execution of the US Economic Capital modeling program.
• Provide support for development and maintenance of various risk models such as ALM, strategic asset allocation, market risk models and other risk models.
• The ideal candidate should be agile, flexible, and with strong execution capability.
• Willingness to learn, ability to work independently, and comfortable to take on challenging and yet not well-defined problems are highly valued.

Qualifications

FCAS/ACAS or bachelor/master's degree in quantitative discipline (math, statistics, finance, and etc)

5-8 years of experience in financial industry (ideally in risk and/or actuarial area)

Robust hands-on model development experience

Strong background in programming language such as SAS, R, Python, or C++. Having knowledge in ReMetrica and BSCR is a plus

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