Capital Contractor - Tyche

Cutting edge London market insurer has an opportunity for a capital modelling developer to work specifically on a ‘build’ project within our client's Core Model -  for example, building out a liquidity risk functionality, or focussed credit risk build or a similar focussed project that can provide lift to the team during the period of contract.

Involvement within day to day activities within the team, including but not limited to the development and embedding of the Tyche capital model, building and executing robust and repeatable processes to:

1. Source relevant data for the capital model
2. Parameterise and calibrate the capital model
3. Ensure the appropriateness of methodologies and approaches used within the capital model calculation engine
4. Run, test and validate the capital model
5. Produce outputs and reports that are useful within the day to day, executive decision making of the company and any relevant regulatory and rating agency requirements
6. Maintain adequate and proportionate documentation of key processes, decisions and governance of the capital model, both for best practice and with a view to future Solvency II model approval

 Support in championing understanding and use of the capital model within the business and executive including support to designing and implementing innovative and practical uses of the capital model within the business

The contract will last for approx 10 weeks..... this can be done on a full-time or part-time basis.  Tyche experience preferred.