Deputy Head of Model Reporting
Core
Senior actuary leading internal capital model usage, business plan integration, and regulatory capital reporting for Lloyd's syndicates.
Role type
Senior IC actuary (capital modelling)
Builds
Regulatory capital reports, risk profile analyses, and business plan integrations for Lloyd's syndicates
Domain
Insurance / Reinsurance / Capital Modelling
Deliverable
production ML models | dashboards & analysis
Required skills
Actuarial qualification, stochastic capital modelling, risk distribution aggregation, regulatory capital calculation, model validation, technical review
Preferred skills
Tyche/Igloo/ReMetrica experience, Lloyd's capital modelling, line management, coding/automation
Technologies
Tyche, Igloo, ReMetrica
Responsibilities
Lead business plan integration into internal model; Calculate and analyze regulatory capital for Lloyd's syndicates; Monitor and report risk profile changes; Oversee model updates and validation; Manage junior team members; Communicate complex analysis to senior management
Seniority
Senior, hands-on IC with leadership responsibilities