Capital Modelling Manager

Capital Modelling Manager

Location:

London / 2-3 days per week in office Salary:
Competitive, dependent on experience We are working with a well-established Lloyd's syndicate who are looking to appoint a Capital Modelling Manager to join their team. This is a broad capital role covering the production and delivery of regulatory and economic capital requirements, development and use of the capital model, and supporting the business with capital and risk-related decisions. The role You will be responsible for managing key capital modelling processes, including:
Production of Lloyd's SCRs and economic capital requirements Managing the parameterisation and development of the capital model Assessing and addressing limitations within capital modelling methodologies Supporting model validation and maintaining Internal Model documentation Embedding the use of the capital model across the business and supporting decision-making Providing capital analysis around areas such as underwriting portfolios, reinsurance and investment strategy Managing capital allocation and risk appetite assessments Supporting the ORSA and liaising with Lloyd's and the PRA Managing and developing members of the capital modelling team About you We are looking for a qualified GI actuary with:
Strong capital modelling experience within Lloyd's

Experience of stochastic modelling of insurance risks Experience managing projects and/or people Strong communication skills and experience presenting to senior stakeholders Good knowledge of Igloo or equivalent capital modelling software A good understanding of the Solvency UK framework Experience overseeing Lloyd's SCRs, working with regulators, portfolio optimisation or strategic use of capital models would be advantageous. Interested? If you're a qualified actuary with a strong capital modelling background and are interested in finding out more, please get in touch for a confidential discussion.

|