Capital Modelling Risk Analyst
Core
Support the AIG Group model for economic capital, risk management, and portfolio management at a firm-wide level, including Europe (AESA) and UK Solvency II Approved Internal Models.
Role type
Capital Modelling Risk Analyst
Builds
Firm-wide economic capital and risk management models
Domain
Insurance / Actuarial Science / Regulatory Capital
Deliverable
production ML models
Required skills
Actuarial Science, Python, R, Change analysis, Process documentation, Quality assurance, Financial data exposure analysis
Preferred skills
Actuarial qualifications, Coding in other languages
Responsibilities
Support annual/quarterly capital model updates, Review model inputs and outputs, Support development of new processes and tools, Create process flows and documentation, Summarize and communicate model output to stakeholders, Ensure logs and documentation are maintained, Support testing and validation of model inputs and results
Seniority
Mid-level, hands-on IC
