
Actuarial Development Specialist
2 weeks ago
A 6-12 month full-time internship position is available for a graduate or student pursuing graduation and relevant actuarial certifications.
Main Responsibilities- Collaborate with engagement teams to deliver functionalities related to asset liability management, interest rate risk in banking book, behavioral modelling, Pillar 1 risks (Market Risk, Credit Risk, Operational Risk), Pillar 2 Risks (ICAAP), fund transfer pricing and profitability analysis on our proprietary application suite for Balance Sheet Management.
- Develop python and excel models on risk analysis to validate models and assist with client user acceptance testing.
- Design end-to-end functionalities for modelling macro-economic factors and market prices like Interest rate, Credit Spread, FX, Commodities and Volatility.
- Analyze cashflow, valuation and sensitivity models using excel/python for banking and derivative products.
- Develop project execution and product materials.
- Maintain development standards and protocols mandated by the product organization.
- Minimum actuarial papers: Actuary certifications/degrees.
- Language requirements: Fluency in English language.
- Application experience preferable: Python, Advanced excel, PowerPoint.
The selected candidate will have opportunities to discuss career growth with Acies personnel during the selection process.
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