Principal responsibilities of the role
·Develop multi-use Prophet models to support reporting for
- oCash Flow Testing
- oEmbedded Value
- oGAAP
- oRisk Based Capital
- oEconomic Capital
- oAsset Liability Management
- ·Work with customer to test, analyze, and quantify impacts of model changes
- ·Support production model runs in controlled environment to reduce model risk
- ·Actively engage with business partners across the organization to improve our reporting processes
- ·Key Contributor on making overall modelling work Agile
Key performance indicators (KPIs) of position
- Error-free preparation of financial reports to required timescales and relevant actuarial standards
- Execution of data validation and completeness checks
- Contributing towards building a culture of collaboration, engagement, and trust while supporting the professional development of team members
- Ensuring open communication across teams in various functions and geographies.
- Taking demonstrable ownership of work; clearly flagging any issues and goal delivery concerns to senior leadership team.
Essential Experience, Skills and Competencies
- Ability to find solutions within agreed timescales
- Excellent ability to communicate in English, (both written and verbal)
- Good business acumen
Advantageous skills and experience
- An understanding of actuarial reporting software such as Prophet
- Knowledge of other modelling platforms including MG ALFA, MoSeS, Pathwise, Polysystems
- Knowledge of programming in Python, VBA or other mainstream languages
- Knowledge of financial reporting in Economic Capital and Embedded Value.
Job description provided by MetLife.
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