Capital Modelling Analyst

London (Central), London (Greater)
Up to £48,000
10 Jun 2018
10 Jul 2018
Contract Type
Full Time

This role with our client is to primarily support the Head of Capital and Risk in providing actuarial support and carrying out responsibilities of the actuarial function in respect of capital modelling and exposure management across the Syndicate.

You can expect to be responsible for:

Internal Models

  • Contribute to the development and running of the Internal Models for the Lloyd’s Syndicate
  • Parameterisation of the models, including liaising with the Underwriting and Finance teams.
  • Update data used in the model.
  • Production of the model outputs.
  • Carry out model development work.

Model Validation

  • Contribute to the primary validation report.
  • Assist with addressing internal and external reviewers.
  • Implement validation and data control frameworks.
  • Run Sensitivity, Stress, Scenario and Reverse Stress tests.

Documentation and Reporting

  • Production of Statutory Returns: Lloyd’s LCR, Lloyd’s LCM, PRA, Model Change.
  • Production of internal Reports for eg Investment Management Group, Internal Model Team, Exposure Management Group.
  • Contribute to the ORSA process.
  • Support the preparation and maintenance of internal and external documents.

Business Uses

  • Ad hoc analysis of new investment opportunities.
  • Provide appropriate support for the design and procurement of reinsurance.
  • Ad hoc analysis of new initiatives.

Personal Development

  • Make progress with professional qualifications in line with agreed Study support and Exam policy.

To be considered for the role, in an ideal world you'll have 6-24 months experience in a similar role. However those with strong technical backgrounds outside of Capital Modelling will also be considered.


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