Senior Capital Modelling Analyst

1 month ago


London, United Kingdom The Emerald Group Full time

Regulatory & Rating agency submission preparation: Lloyd's, BMA, PRA, rating agencies

  • Location: London
  • Type: Permanent

Responsibilities:

  • 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
  • Assist in the development of the capital modelling methodology and parameterisation processes
  • Minimum 2:1 degree (or equivalent) in a subject with a high degree of Mathematics. E.g. Mathematics, Physics, Economics with Mathematics, Actuarial Science
  • Studying towards Actuarial qualification, with previous Actuarial experience ideally in Capital Modelling
  • Igloo experience and any other modelling software experience desirable
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