Capital Solutions Actuary

Location: Greater London

# Capital Solutions Actuary Apply now Analytics

Full time United Kingdom – LondonJR
271

Posted Today Seeking an experienced Capital Solutions Actuary for our Capital Solutions & Advisory team.  
** The Rol
** e  This is an exciting opportunity for an experienced capital modelling actuary to step out of a traditional internal modelling role and into a client-facing capital solutions advisory position.  Joining Willis Re’s Capital Solutions & Advisory division, you will put years of capital modelling expertise to work for a broad range of insurers, reinsurers, Lloyd’s syndicates and investors, providing capital advisory and creating new capital solutions that help clients make Better-informed decisions about capital, risk appetite and risk transfer.  

Operating at the intersection of actuarial analytics, broking and capital markets, the successful candidate will design and evaluate capital solutions spanning traditional reinsurance, retrocession, and alternative third-party capital and reinsurance structures. They will build, parameterise and run capital models, quantify capital requirements on one-year, ultimate and multi-year bases, and translate the results into clear, practical recommendations on capital efficiency and return on capital.

Develop scenarios that deliver client-insights on return on capital overall level, volatility and resilience under key variable and broader stress scenarios.  We are looking for someone with immediate, current industry experience of capital management and capital modelling, who can work directly with senior client stakeholders, build trusted relationships and ensure that every engagement is responsive, practical and focused on measurable client outcomes.
*
* Key responsibilities include:

*** Build, parameterise and run stochastic capital models for insurers, reinsurers, Lloyd’s syndicates and investors, supporting capital management, business planning and strategic decision-making.
* Design and evaluate capital solutions, including reinsurance, retrocession, third-party capital and alternative reinsurance structures such as sidecars, collateralised reinsurance, insurance-linked securities and structured covers.
* Parameterise the key risk categories within capital models, including insurance (premium and catastrophe), reserve, market and credit risk, together with appropriate dependency structures
* Calculate one-year, ultimate and multi-year capital requirements, and assess the impact of alternative business plans and risk-transfer strategies on required and available capital.
* Calculate and interpret return metrics such as return on investment (ROI), return on capital (ROC) and risk-adjusted return on risk-adjusted capital (RORAC) to inform structure selection and capital allocation.
* Simulate the distribution of profit and loss to support risk appetite setting, earnings volatility analysis, capital allocation and the evaluation of reinsurance and capital options.
* Perform scenario and stress testing, including Realistic Disaster Scenarios (RDS), to assess resilience and validate model outputs.
* Advise clients on capital requirements and capital adequacy under Lloyd’s, Solvency II and BCAR frameworks, and on the treatment of risk transfer within rating agency capital assessments.
* Support clients with rating agency engagement, analysing the impact of capital and reinsurance strategies on rating agency capital adequacy and ratings outcomes.
* Present complex capital analysis clearly and persuasively to senior client Stakeholders, including CFOs, CROs, chief actuaries, boards and investors.
* Partner closely with brokers, catastrophe modellers, capital markets specialists and analytics colleagues to develop compelling capital narratives that support placements…