Martello Re

Actuary

• Support the identification, assessment, and management of model risk across the organization
• Ensure that models and assumptions used for pricing, reserving, capital, and risk management are appropriately governed, documented, challenged, approved, monitored, and reviewed
• Maintain and administer the company’s model governance and assumption governance frameworks in alignment with regulatory requirements and industry best practices
• Identify, assess, monitor and report on model risk within the company’s enterprise risk management framework
• Perform independent validations of actuarial and financial models
• Lead the annual review of model risk rating classifications
• Collaborate with actuarial, finance, underwriting, and risk teams to embed model risk awareness

Model Risk Actuary

Financial Planning and Analysis

• Manage the end-to-end preparation, review, and distribution of monthly, quarterly, and annual investment reports, including portfolio performance summaries and regulatory updates
• Lead continuous improvement initiatives to enhance analytics and reporting efficiency, strengthen internal controls, and reduce operational risk
• Design and deliver regular reporting packages with KPIs that drive investment strategy and allocation decisions across business segments
• Support the investment team by applying insights from data and analytics to enhance risk-adjusted returns and portfolio construction decisions
• Create and maintain models for ad hoc analysis, scenario modeling, and trend identification across asset classes
• Collaborate with internal stakeholders to design and implement a scalable roadmap for data repositories and analytics systems supporting the investment function
• Conduct and communicate market and macroeconomic research that informs asset allocation decisions
• Perform other tasks as assigned

Model Risk Actuary

Investment Analytics, Reporting Associate