Actuarial Modeller
Cape Town

• Maintain and implement the Prophet models – code and documentation
• Ensure model governance for valuation and EV reporting purposes
• Assist the product/pricing team with modelling requirements of new products
• Close interaction with in-country and actuarial teams
• Co-ordinate and oversee the roll-out of Prophet upgrades and licenses to the various businesses.
• Enforce coding and documentation standards for updates received from e.g. product/pricing team and in-country teams
• Align current models with central model
• Assist with modelling specs and test input data
• Preparation of modelling sign-off packs to both internal and external auditors
• Ad hoc tasks/investigations to ensure and improve overall quality of models

Qualifications, Experience, Knowledge and Skills

• Degree and have passed 9-12 subjects
• Minimum of 2 years’ experience
• Senior actuarial student with at least 12 actuarial credits – preferably F102 included
• Prophet, DCS and programming experience is essential
• A good working knowledge of life insurance principles
• Actuarial Problem Solving
• Issues management
• Attention to detail and accuracy m9.09s