Capital Modelling Analyst
Core
Supporting the parameterisation, build, maintenance, and running of the capital model for reinsurance purchase, business planning, and capital allocation.
Role type
Capital Modelling Analyst
Builds
Capital models for reinsurance and business planning
Domain
Insurance / Actuarial Science
Deliverable
production ML models | dashboards & analysis
Required skills
Model parameterisation, regulatory returns (Lloyd's/PRA), model validation, process documentation, audit trail management, process efficiency improvement
Preferred skills
None stated
Technologies
None stated
Responsibilities
Participate in meetings with subject experts for model parameterisation; Assist with the build, maintenance, and running of the capital model; Produce and interpret model outputs for reinsurance and business planning; Complete and submit regulatory returns to Lloyd's and the PRA; Contribute to model validation using various tools; Document the model for internal and external purposes; Ensure proper audit trails for model changes; Identify and improve process efficiencies; Assist in completing the standard formula return.