The Valuations and Capital Modeling Actuary will work in the Group Risk Modeling Unit (RMU) and lead the integration of domestic and international life and long-duration accident and health (A&H) operations into the group capital model. The successful candidate will work closely with different lines of business (Hospital cash, Critical illness, travel accident, etc.) and Life products (Traditional whole life, term, credit life, universal life, hybrid, etc.), and collaborate with a wide range of business counterparts to execute capital modeling objectives.

Responsibilities:

• Facilitate the discussions and management of risks surrounding the life and A&H business for the global organization. 
• Lead the development and implementation of life and A&H business into the capital model, including developing the framework to integrate A&H and Life in the group capital modeling and requirements for development, calibrating risk parameters, developing systemic risk models, testing, benchmarking, and signing off on model implementation and results. 
• Work with local actuaries/underwriters within the various business segments to analyze risks arising from the various product offerings and integrate these risks into the capital model. 
• Communicate internal capital model results and measurements to recognize optimal use of deployed capital to stakeholders. 
• Assist senior management in updating net aggregations to various risk types, such as pandemic, terrorism, ALM, and financial markets, as requested. 
• Set up data automation tools to improve the efficiency of data analysis. 
• Review economic and financial data to deliver insights and solutions to senior management. 
• Actively engage with business units to stay up to date on changing risks and proactively incorporate this into the internal capital model framework. 
• Support Group and legal entity regulatory reporting, ORSAs, and ad hoc requests.
• Support the development of material for presentation to senior management related to capital adequacy, capital modeling, risk assessment and ad hoc requests.
• Support P&C calibration and capital modeling, as needed.