Capital Actuary, Senior Role within ERM Team

Location
London (Greater)
Salary
Circa £80,000
Posted
09 Aug 2017
Closes
09 Sep 2017
Contract Type
Permanent
Hours
Full Time

A Syndicate at Lloyd's and a leading global specialty insurance underwriter that stands out in the business of risk seek a Capital Actuary for their ERM team. Supporting the Capital Modelling Manager in the timely completion of regulatory capital submissions and other internal model uses within the business.

In addition, the role will involve supporting the broader objectives of the ERM team which Including support for the risk function, reserving and pricing.

Some key responsibilities include:

  • Running and updating the clients internal model on a regular basis, in particular during the approval process to calculate the Solvency Capital Requirement
  • Maintain and develop the internal model to ensure it continues to appropriately reflect the companies risk profile
  • Maintain and continue to develop internal model reports. In particular this includes reports provided to Lloyd’s and/or the PRA and internal committees
  • Support parameterisation of the capital model. This will involve liaising with other areas of the business and external data/model providers e.g. catastrophe models and ESG

To be considered, you will ideally be:

  • Qualified or nearly qualified Actuary with a minimum of 3 years of in-depth experience in risk and /or capital (including model build, parameterisation and validation)
  • A good understanding of Solvency II requirements and Lloyd’s guidance
  • London Market experience preferred
  • Working experience in any of SQL, R, VBA and/or Python are an added benefit

 

 

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