Capital Modelling Actuary - 27942

The Capital Modelling Actuary is involved in all aspects of capital modelling, across multiple entities. This role supports the Head of Capital Modelling and other existing team members in duties such as model parameterisation, model development, output design, regulatory submissions, and documentation.

• Location: London
• Type: Permanent

Key Duties (including but not limited to):

• Regulatory & Rating agency submission preparation: Lloyd's, BMA, PRA, rating agencies and other relevant bodies.
• Production of key internal capital modelling reports/memos and model outputs as and when required.
• Maintain relevant logs and documents: Data directory, Process documentation, Expert Judgement/Assumption logs, Model Procedures, etc.
• Ensure appropriate audit trails are available: Calculation Kernel version control log, Sign-off records, System folder structures, Internal Model Expert Group minutes, Parameterisation justifications, Notes within files, Email records.

Minimum Requirements:

• Minimum 2:1 degree (or equivalent) in a subject with a high degree of Mathematics, e.g., Mathematics, Physics, Economics with Mathematics, Actuarial Science.
• Qualified Actuary with previous experience in Capital Modelling.
• Tyche experience desirable; any other modelling software experience is an asset.
• Display a broad range of technical understanding in Capital Modelling.
• Applies detailed technical knowledge for problem-solving.
• Ability to effectively coach and mentor individuals to support their development.