Senior Capital Modelling Analyst

3 days ago


London, United Kingdom Montpellier Resourcing Full time

**Up to £90,000 plus bonus and benefits**

**Hybrid Working Available**

An exciting opportunity has arisen to join a rapidly expanding Lloyd's Syndicate to support their Group Actuarial Function at their office in the City. You will be partially responsible for capital modelling work for two syndicates and will take ownershipof functions such as: parameterisation, regulatory returns and validation. You will be managing one junior capital modelling analyst, so some previous supervisory experience is preferred.

**Duties of the Senior Capital Modelling Analyst**:

- Own the reserve risk, market risk and dependency parameterisation processes. This will involve duties such as: running the internal model, validating results and documenting methodology.
- Own the reinsurance component of the Internal Model validation process by performing various validation tests and contributing to aspects of the validation report. You will also be responsible for the reinsurance component of the Internal Model.
- Assist with the premium risk, credit risk and operational risk parameterisation processes as and when required.
- You will be responsible for managing one junior capital modelling analyst, helping them to develop and broaden their capital modelling skill set.

**Requirements for the successful applicant**:

- Full or part qualified Actuary
- Experience in capital modelling, preferably within a Lloyd’s environment
- Previous managerial or supervisory experience

This vacancy is being advertised by Montpellier Resourcing Limited. The services advertised by Montpellier Resourcing Limited are those of an Employment Agency.



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