Capital Modelling Manager
Core
Manage regulatory and economic capital analysis, model development, and risk assessment for Chaucer's managed syndicates and other entities.
Role type
Senior IC capital modelling manager (insurance)
Builds
Regulatory capital models (SCR/EC), risk aggregation frameworks, and strategic capital allocation outputs
Domain
Insurance / Capital Modelling / Solvency II
Deliverable
production ML models | dashboards & analysis | client delivery
Required skills
General Insurance Actuarial, Capital modelling, Stochastic modelling, Project management, Stakeholder communication, Regulatory compliance (Solvency UK), Team leadership, Financial risk analysis, Portfolio optimization, Model validation
Preferred skills
Lloyd's SCR oversight experience, Regulator liaison, Enterprise Risk Management (CERA), Programming (SQL/Python), Igloo expert
Technologies
Igloo, SQL, Python, Excel, Word, PowerPoint
Responsibilities
Manage production of regulatory and economic capital requirements (SCR/EC), Present modelled results to Boards and regulators, Manage parameterisation and model documentation, Support validation of model outputs, Ensure compliance with Solvency UK Standards, Manage capital allocation and risk appetite assessments, Coach capital modelling team members, Liaise with Lloyd's and PRA on technical elements
Seniority
Senior, hands-on IC with management responsibilities