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Capital Modelling Lead

2 months ago

London, Greater London, United Kingdom AIG Full time
Lead Capital Modeller Opportunity

AIG is seeking a highly skilled Lead Capital Modeller to join our Economic Capital Modelling Team. As a key member of our team, you will be responsible for leading the design, implementation, and testing of our Global and Local Economic Capital Models.

Key Responsibilities:
  • Develop and improve existing modelling methods to stay ahead of industry practice.
  • Collaborate with internal stakeholders to ensure business requirements are met.
  • Lead working groups to develop new methodologies and metrics.
  • Present to Risk Committees on model changes and developments.
  • Document models and interact with the Internal Model Validation team.
Requirements:
  • Degree in a quantitative field.
  • Qualified or nearly qualified Actuary.
  • Extensive experience as a GI Economic Capital Modeller.
  • Strong experience in stochastic modelling techniques.
  • Knowledge of Solvency II and other regulatory regimes.
What We Offer:

AIG provides a comprehensive benefits package, including health, wellbeing, and financial security benefits, as well as opportunities for professional development and growth.

We are committed to creating a culture of belonging, where everyone is valued and respected for their unique talents and perspectives.