Our client is a global insurance firm with strong presence worldwide.  To further strengthen their market positions, the client is currently seeking an experienced Economic Capital Consultant to facilitate their target operating model change. 

As an Economic Capital Consultant, you will be responsible for the following:-

• 2017 year end production of Economic Capital
• Prophet model runs
• Deliver enhancements to current Economic Capital methodology, tools, and processes
• Support ad hoc actuarial analyses and template developments
• Stress test market risk calibration

To qualify for this role as an Economic Capital Consultant, you possess the following:-

• Relevant experience in Macro and spreadsheet
• Prior exposure in process automation, streamline, and simplification in Excel
• Operational manual documentation
• Economic Capital or Solvency II or similar knowledge
• Prophet modelling experience
• Prior experience in ALS model, Prophet Enterprise, Yield Curve construction, RN ESG, RW ESG, Proxy Function, and market risk calibration is preferred but not required
• Open to overseas applicants