Deputy Head of Model Reporting
Core
Senior member of the Capital Modelling team leading the use, validation, and governance of AXIS's internal capital model (Tyche platform) for business plan integration, reinsurance analysis, and regulatory capital reporting.
Role type
Senior IC actuarial risk/capital modelling lead
Builds
Internal capital model outputs, regulatory capital reports, reinsurance analysis, and risk profile monitoring
Domain
Insurance/Reinsurance, Capital Modelling, Actuarial Science
Deliverable
production ML models
Required skills
Actuarial qualification, stochastic capital modelling, risk distribution aggregation, model validation, regulatory capital calculation, reinsurance analysis, technical leadership, stakeholder communication
Preferred skills
Tyche, Igloo, ReMetr
Responsibilities
Lead incorporation of business plans into the internal model and analyze capital/risk impacts; Oversee accurate and timely management and regulatory capital reporting; Partner with reinsurance and pricing teams to assess outwards reinsurance arrangements; Lead or oversee model updates and validation; Manage and develop junior team members; Provide technical direction and challenge to model methods and assumptions
Seniority
Senior, hands-on IC with leadership responsibilities