Capital Modelling Analyst/Senior Analyst

London (Central), London (Greater)
up to £60k + benefits + study support
05 Oct 2017
05 Nov 2017
Contract Type
Full Time

Capital Modelling Analyst opportunity available with a progressive Lloyd's insurer. If you are looking to work in a fun and dynamic team for a company who really value their staff...then look no further!

To be considered you Must have a minimum of 2 years Capital Modelling experience and experience using Igloo. Salary up to £60,000 depending on experience.

Key Job responsibilities:

  • Lloyd’s Capital Return (LCR) submissions: This includes the preparation of all relevant materials and reports for the submission.
  • Production of key Calculation Kernel (CK) reports/memos: Parameterisation, SCR Report, Framework, Analysis of Change, Capital Allocation, LCR summary, Profit & Loss Attribution report.
  • Production of key model outputs as and when required. This includes the Model Outputs pack, Model outputs reconciliation pack, and any other ad-hoc outputs.
  • Maintain other relevant logs and documents: Data directory, Process documentation, Expert Judgement/Assumption logs, Model Procedures, Internal Model Issue Log, ESG/Asset Model Versions, Model Code Change log.
  • Ensure appropriate audit trails are available: CK version control log, Sign-off records, System folder structures, (Internal Model Expert Group) IMEG Minutes Parameterisation justifications.
  • Assist in the development of the capital model: Recognise development needs, implement solutions, and complete model change documentation as required.
  • Undertake ad-hoc investigations as required: Includes Model development, Results drilling, Reinsurance testing, Investment testing.
  • Apply model version upgrades as required: Includes the capital model, ESG and Asset Model.
  • Prepare appropriate materials for the IMEG and the Risk & Capital Committee as required.
  • Modify the Igloo Model as required: Includes making small code changes and setting up new reports.

So if you are looking for a new challenge and the opportunity to join a company who will help you progress your career to the next stage then please apply now!

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