Deal Pricing Actuary

• Take ownership of the existing pricing tools (Tyche models and Excel models)
• Being responsible for the process of producing pricing quotes and making any upgrades and changes to the tools as required
• Identify inefficiencies in pricing processes & controls and implement improvements to address these as part of the Company’s drive for process enhancements
• Understanding of macroeconomic assumptions (interest rates, credit spreads, FX) impact on pricing
• Being able to obtain and interpret required investment data from Bloomberg and from investment teams
• Understand the drivers of capital requirements for S&R products and how these vary under different reinsurance structures. This includes across economic capital, Bermuda Monetary Authority and NAIC RBC regimes

• Ideally, recently qualified actuary and a member of the IFoA or SOA
• Strong technical skills necessary to build and run actuarial models, including pricing tools
• Prior experience in Pricing is not necessarily required, but broad understanding of modelling mortality and/or market risks will be an advantage
• Experience of transactions and/or pricing work is beneficial but not essential
• Strong experience of Excel and actuarial modelling software (Tyche or similar)

Experience of transactions and/or pricing work is beneficial but not essential