Capital Modelling Expert Leader

6 days ago


London, Greater London, United Kingdom The Emerald Group Full time

About Us:

The Emerald Group is a leading company in the field of capital modelling. We are committed to delivering high-quality services to our clients and providing a supportive work environment for our employees.

Job Summary:

We are seeking a highly skilled Capital Modelling Actuary to join our team. The successful candidate will have a strong background in mathematics and actuarial science, with previous experience in capital modelling.

Responsibilities:

  • Support the Head of Capital Modelling in duties such as model parameterisation, model development, output design, regulatory submissions, and documentation.
  • Produce 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.

Requirements:

  • Minimum 2:1 degree (or equivalent) in a subject with a high degree of Mathematics, e.g., Mathematics, Physics, Economics with Mathematics, Actuarial Science.
  • Qualified Actuary with previous experience in Capital Modelling.
  • Tyche experience desirable; any other modelling software experience is an asset.

What We Offer:

  • A competitive salary package.
  • Ongoing professional development opportunities.

How to Apply:

Please submit your application through our website.



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