
Actuarial Specialist
2 days ago
We are seeking an Actuarial Specialist to join our team and play a crucial role in analyzing and interpreting financial data related to employee benefits. The ideal candidate will possess strong analytical skills, attention to detail, and excellent communication abilities.
Key Responsibilities:- Valuation Services
- Conduct regular valuations of gratuity plans and other post-employment benefits in accordance with International Accounting Standards (IAS-19). This involves analyzing historical data, forecasting future trends, and calculating present values of liabilities.
- Financial Analysis
- Utilize advanced Excel skills to manipulate large datasets and enhance complex actuarial models.
- Reporting and Compliance
- Prepare accurate and timely financial reports related to employee benefits for clients. Ensure compliance with relevant accounting standards and provide explanations for any deviations or variances.
- Collaboration and Communication
- Work closely with team members to gather information, validate assumptions, and reconcile discrepancies in data.
- Education
- Minimum requirement of a bachelor's degree in actuarial science, mathematics, statistics, finance, or a related field.
- Experience
- 6-12 months of prior job experience in actuarial analysis, preferably with exposure to gratuity/pension valuations and financial reporting. Familiarity with International Financial Reporting Standards (IFRS) is a plus.
- Skillset
- Strong analytical and problem-solving skills, with the ability to interpret complex data and draw meaningful conclusions. Proficiency in Excel for data manipulation and modeling is essential.
- Communication
- Excellent verbal and written communication skills, with the ability to convey technical information to clients.
This role offers a unique opportunity to gain valuable experience in actuarial analysis and accounting principles. If you are a detail-oriented individual with a passion for numbers and a desire to make an impact, we encourage you to apply.
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