- London, England, United Kingdom
- Full-time · Senior
Lead the specification, stewardship and governance of the pricing models and processes used for Casualty business across Starr’s US and International operations, covering General Liability, Environmental Liability, and Primary and Excess placements.
Responsibilities
- Lead the specification, calibration and stewardship of pricing models and processes for Casualty business, including the global pricing models deployed across the US and International
- Hold ultimate accountability for pricing models: own methodology, parameter and low-level code updates, and back-test review and sign-off
- Develop and maintain casualty methodology, including experience and exposure rating, loss development and trend selection, increased limit factor (ILF) curve calibration, large loss loads, and the treatment of claims-made versus occurrence and clash
- Develop and maintain a Starr view of casualty risk, including loss and social inflation, latent and emerging exposures, and perils or features that cannot be modelled directly
- Work closely with Reserving so that pricing assumptions are consistent with reserving, and feed back actual-versus-expected experience
Requirements
- qualified UK actuary (FIA or equivalent)
- Nice to have: US casualty pricing
- Nice to have: global or multi-entity pricing models
- Nice to have: building models in a dedicated pricing platform (Hx)
- Nice to have: scenario or catastrophe model output for event-driven casualty exposures