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 / Actuarial / Solvency II
Deliverable
production ML models | dashboards & analysis
Required skills
General Insurance Actuarial, Capital/Pricing/Reserving experience, Stochastic underwriting/reserving parameterisation, Advanced Excel/Word/PowerPoint, Programming (VBA, SQL, Python), Data manipulation
Preferred skills
Igloo coding, Solvency II/UK/Lloyd's framework knowledge, Enterprise Risk Management/CERA, People management, Complex project management
Technologies
Igloo, VBA, SQL, Python
Responsibilities
Produce and develop management information for modelled results, Assist in Internal Model development and parameterisation, Support validation of model outputs, Assist in ORSA production and risk aggregation analysis, Liaise with Lloyd's and PRA regarding technical elements of SCRs and ORSA, Advise business on risk mitigation and financial risk profile optimisation
Seniority
Mid-Senior, hands-on IC
