Senior Capital Modelling Actuary

The jobholder will be responsible for capital submission of Lloyd’s syndicates managed by the Company's Lloyd’s Managing Agent.

Responsibilities

Produce the capital submissions of Lloyd’s syndicates managed by the Company for the Head of Capital review; Manage the design and build of capital models for new Syndicates as these are added for the Company management; Ensuring deadlines are met for the Lloyd’s Capital Return (LCR), Lloyd’s Standard Model (LSM), Standard Formula, and PRA Internal Model Outputs (IMO); Work closely with the Risk Management Team and independent validators on validation of the Internal Model, assisting as needed with sensitivity testing, back testing, P&L Attribution and stress and scenario testing; Assist with the production of the ORSA report

Requirements

Qualified actuary with a recognised actuarial body; Non Life Actuarial Experience; Sound knowledge of actuarial capital modelling tools and techniques, including a working knowledge of capital modelling software, preferably Tyche; Programming knowledge of Python, R and Microsoft VBA

Nice to have

Preferred managerial experience of at least 3 years; Preferred 8-10 years’ demonstrated experience as a capital actuary