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.
- 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.
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