Contract Actuary – Valuation, LDTI & IFRS17

Goodman Masson Limited; Greater London; On-site; GBP 60,000 - GBP 80,000; Part time

Job summary

A forward-thinking life (re)insurance company is seeking a qualified Corporate Actuary on a contract basis for a 6-month assignment in the Greater London area. The role focuses on statutory reporting and business planning while ensuring oversight and validation of actuarial model outputs across LDTI and IFRS 17. The ideal candidate will have solid experience in life insurance or reinsurance, and hands-on experience with actuarial modelling systems, especially Tyche. This position offers meaningful technical exposure in an evolving valuation function.

Qualifications

• Qualified actuary with solid life insurance or life reinsurance experience.
• Hands-on LDTI or IFRS 17 experience is essential.
• Experience working with actuarial modelling systems, preferably Tyche.
• Strong technical judgement to review and challenge model outputs.
• Comfortable in a fast-moving, change-driven environment.

Responsibilities

• Oversight and validation of actuarial model outputs across LDTI, IFRS 17 and IFRS 4.
• Coordination of valuation modelling for financial reporting and business planning.
• Interpretation and communication of modelling results, sensitivities and scenarios.
• Strong focus on controls, validation and process improvement.
• Exposure across multiple products, regions and legal entities.

Skills

Qualified actuary

Hands-on LDTI experience

Actuarial modelling systems

Strong technical judgement

Fast-paced environment adaptability

Tools

Tyche

Job description

A forward-thinking life (re)insurance company is seeking a qualified Corporate Actuary on a contract basis for a 6-month assignment in the Greater London area. The role focuses on statutory reporting and business planning while ensuring oversight and validation of actuarial model outputs across LDTI and IFRS 17. The ideal candidate will have solid experience in life insurance or reinsurance, and hands-on experience with actuarial modelling systems, especially Tyche. This position offers meaningful technical exposure in an evolving valuation function.