Manager – Actuarial Risk Modelling

Overview

You will join a high-calibration Group Risk Modelling team to advance capital, risk and actuarial modelling. The role involves developing and validating complex models across IFRS 17, Solvency II and market/credit risk, while collaborating with senior actuaries and APAC stakeholders. You will own technical methodologies, contribute to model development, and gain international exposure through a growing APAC agenda. This is an opportunity to deepen technical modelling expertise in a demanding, impact-focused environment.

Responsibilities

• IFRS 17 liquidity premium modelling and calibration
• Capital and economic risk modelling
• Market and credit risk modelling
• Stochastic modelling and calibration
• Model development, methodology and validation
• Solvency II and balance sheet modelling
• Technical modelling projects across the Group
• Support the organisation’s growing APAC operations
• Provide technical guidance to an international actuarial team

Key requirements

• Recently qualified Life Actuary or close to qualification
• Strong technical modelling background
• Experience in capital or risk modelling
• Solvency II / SCR
• Stochastic modelling
• Market or credit risk
• Model development and calibration
• Proficiency in R, MATLAB, VBA, Python, Excel or similar
• Comfort with detailed technical methodology and explaining it

• strong analytical mindset
• attention to detail
• clear communication
• Capital or risk modelling
• Solvency II / SCR
• Stochastic modelling

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