Lead Analyst - Legal Entity Capital Modelling and Production
Core
Lead Analyst supporting production processes for Legal Entity Capital Models (Group, UK, Europe, Canada, Bermuda) used for Capital Adequacy, Risk Management, and regulatory reporting under Solvency II.
Role type
Senior IC quantitative analyst (capital modeling)
Builds
Regulatory-compliant capital model outputs and risk analytics for internal and external stakeholders
Domain
Insurance (General Insurance) / Actuarial Capital Modeling
Deliverable
production ML models | dashboards & analysis
Required skills
Capital modeling, Solvency II regulations, Actuarial pricing/reserving, Risk quantification, Python, R, Matlab, VBA, Igloo
Preferred skills
Actuarial qualification, Experience with capital modeling packages (Igloo), Programming languages (Python, R, Matlab, VBA)
Responsibilities
Produce and present model output and changes to business stakeholders; Support business partners (Risk Officers, Capital Management, Reinsurance Officers, Market Risk Officers) with model updates and analytics; Support production of quarterly Internal Model baselines for Group, UK, Europe, Canada, and Bermuda; Integrate production processes across AIG's Capital Models; Update logs, reports, testing, and documentation; Keep Internal Model and Standard Formula up to date with regulatory changes
Seniority
Senior, hands-on IC