Capital Modelling Actuary
Core
Provide risk and capital analysis (regulatory and economic) for managed Lloyd's syndicates, delivering syndicate SCR and validating internal model outputs.
Role type
Capital Modelling Actuary
Builds
Regulatory and economic capital requirements (SCR / ECA / Standard Formula) for insurance syndicates
Domain
Insurance / Capital Modelling / Solvency II
Deliverable
production ML models | dashboards & analysis
Required skills
Actuarial qualification (IFoA), Stochastic modelling, Internal model parameterisation, Data manipulation, Programming (VBA, SQL, Python), Igloo coding
Preferred skills
Enterprise Risk Management (CERA) examination, Managing complex projects, Statistical qualifications
Technologies
Igloo, VBA, SQL, Python, Excel, Word, PowerPoint
Responsibilities
Produce and validate internal model outputs; Develop management information for risk groups; Assist in Internal Model development and parameterisation; Support validation of model outputs; Liaise with Lloyd's and PRA regarding SCRs and ORSA; Advise on risk mitigation techniques and financial risk profile optimisation.
Seniority
Mid-Senior, hands-on IC