At Martello Re, we are building a distinctive reinsurance offering grounded in exceptional client service, innovative solutions, and advanced data analytics. The Actuary will serve as a key contributor within the Modeling & ALM team, with primary responsibility for the development, execution, and validation of Prophet actuarial models supporting financial reporting, capital planning, asset-liability management, and strategic decision-making in a Life & Annuities reinsurance environment.
Requirements
- Lead execution and review of standardized monthly Prophet projections for US GAAP, Bermuda EBS/BSCR, Liquidity Risk, FP&A, Embedded Value, and Economic Capital / Stress Testing
- Own the design, development, enhancement, and ongoing maintenance of Prophet models for annuity reinsurance business
- Serve as the technical owner of Prophet model architecture, ensuring models are fit-for-purpose, well-governed, and aligned with evolving methodologies, regulatory requirements, and business needs
- Run complex Prophet-based projections and compile, analyze, and interpret results to support valuation, pricing, forecasting, and capital management activities
- Perform advanced Prophet model validation, including independent replication, sensitivity testing, assumption analysis, and documentation of key controls, limitations, and findings
- Support ALM and capital planning by developing and interpreting asset-liability metrics, liquidity projections, and risk-adjusted performance indicators derived from Prophet outputs
- Partner closely with the Investments team, supporting asset projection methodologies and integrations that feed Prophet models and enable actionable, data-driven insights
- Support the enhancement, automation, and streamlining of Prophet-based economic models, including internal capital models, liquidity risk frameworks, embedded value, and collateral management
- Serve as a technical mentor and subject-matter expert in Prophet, providing guidance, model review, and best-practice support to junior actuarial staff
- Clearly communicate Prophet assumptions, results, movements, and recommendations to senior management through high-quality presentations and written materials
- Other tasks as assigned
Benefits
- Paid Time Off
- 401k Matching
- Health Insurance
- Dental Insurance
- Vision Insurance
- Life Insurance
- Disability Insurance
