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As a model implementation actuary within the internal model team, you will be responsible for designing, developing, supporting, testing and documenting the Company's internal models.
Job Responsibility:
Design, develop, support, test and document internal models for credit, interest rate, inflation and equity release mortgages
Support the internal model operations team, investigating internal model queries, and proposing solutions
Work closely with the internal model design team, to understand new feature developments, and contribute to how these can be implemented within the internal model code
Act as a conduit between the internal model team and IT to ensure their models are supported by IT and their processes are aligned with other development teams
Requirements:
Fellow of Institute of Actuaries (or equivalent)
Strong capital modelling experience in market, credit and/or equity release mortgage risk space within life insurance industry
Experience with using python. Ideally knowledge of good software design principles and unit testing
Experience with DevOps or GitHub for managing software developments