Eames Consulting

Capital Modeller

Location
London/Surrey
Salary
Flexible depending on experience + benefits
Posted
30 Jan 2018
Closes
28 Feb 2018
Ref
AS-2300
Contract Type
Permanent
Hours
Full Time

My client, a West London based insurer is seeking an experienced Capital Modelling Analyst/Actuary to join their Capital Modelling Team in order to support the business in the effective development and maintenance of their capital model.

Key Responsibilities:

  • The development/redevelopment and validation of the capital model.
  • Providing capital and earnings impact assessments of risk with regular reporting and commentary.
  • Undertake calibration of the internal model through sensitivity testing and other appropriate techniques.
  • Undertake line 1 validation activity across all relevant risk types and documenting to the required regulatory standards.
  • Contribute to the PRA annual returns.

Key Requirements:

  • A good understanding of capital modelling techniques.
  • Part qualified/student Actuary or appropriate industry experience.
  • Highly analytical with good attention to detail.
  • Experience with @Risk would is desirable.
  • Strong software skills, particularly in regards to Excel and VBA.

Package:

The salary for this role is flexible depending on experience. There is an attractive benefits package in place, including study support.

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