Capital Modelling Analyst
Core
Supporting the parameterisation, build, maintenance, and running of a capital model for reinsurance purchase, business planning, and capital allocation.
Role type
Capital Modelling Analyst
Builds
Capital model outputs and regulatory returns
Domain
Insurance / Actuarial Science
Deliverable
production ML models | dashboards & analysis
Required skills
Model parameterisation, regulatory reporting, model validation, process improvement, documentation, audit trail management
Preferred skills
Complex problem solving, innovative mindset
Responsibilities
Participate in meetings with subject experts, produce and interpret model outputs, complete and submit regulatory returns to Lloyd's and the PRA, validate the model using various tools, document the model, ensure proper audit trails, identify process efficiencies