This is a career-defining opportunity for a qualified or nearly qualified actuary (1-2 exams away) with strong general insurance experience to contribute to high-impact consulting engagements across the continent.
What You’ll Be Doing:
Leading and delivering client projects across reserving, capital modelling, reinsurance, and product design
Providing IFRS 17 support and HAF responsibilities
Reviewing economic capital and solvency models (SAM/RBC), including stochastic validation
Building and interpreting pricing models (GLMs, GAMs)
Supporting clients with ORSA/FCR projections and business planning
Creating impactful, insight-driven reports that go beyond compliance
Advising clients in 22+ African markets on strategy, optimisation, and regulatory alignment
What We’re Looking For:
A qualified actuary or someone very close to qualification (1–2 exams outstanding)
Minimum 7 years of general insurance actuarial experience (pricing/reserving/capital modelling)
Proficiency in statistical modelling tools – R preferred (or Python)
Consulting experience advantageous, but not essential
Excellent communication and project leadership capabilities
Johannesburg-based preferred; remote candidates considered if exceptionally strong
Interested?
This role suits someone who thrives in a fast-paced, intellectually stimulating environment and who enjoys working across geographies on strategic projects.
This is a rare opportunity to join a consulting team that values autonomy, mentorship, and meaningful work over politics and hierarchy.
Why This Firm?
This isn’t a massive audit firm. It’s a tight-knit consultancy that treats its team like partners — not numbers. Here, you’ll find:
✔️ Real flexibility and balance
✔️ Exposure across markets and product lines
✔️ A high-trust, low-ego environment
✔️ Mentorship that accelerates your leadership track
Please note: We are only accepting applications from suitable candidates currently residing in South Africa or South African Citizens working abroad who wish to return home for this specific role.