London-based Senior Capital Modelling Manager – Strategy

Capital Modelling Manager

Location: London / 2-3 days per week in office
Salary: Competitive, dependent on experienceWe are working with a well-established Lloyd's syndicate who are looking to appoint a Capital Modelling Manager to join their team.This is a broad capital role covering the production and delivery of regulatory and economic capital requirements, development and use of the capital model, and supporting the business with capital and risk-related decisions.

The role

You will be responsible for managing key capital modelling processes, including:

Production of Lloyd's SCRs and economic capital requirements

Managing the parameterisation and development of the capital model

Assessing and addressing limitations within capital modelling methodologies

Supporting model validation and maintaining Internal Model documentation

Embedding the use of the capital model across the business and supporting decision-making

Providing capital analysis around areas such as underwriting portfolios, reinsurance and investment strategy

Managing capital allocation and risk appetite assessments

Supporting the ORSA and liaising with Lloyd's and the PRA

Managing and developing members of the capital modelling team

About you

We are looking for a qualified GI actuary with:

Strong capital modelling experience within Lloyd's

Experience of stochastic modelling of insurance risks

Experience managing projects and/or people

Strong communication skills and experience presenting to senior stakeholders

Good knowledge of Igloo or equivalent capital modelling software

A good understanding of the Solvency UK framework

Experience overseeing Lloyd's SCRs, working with regulators, portfolio optimisation or strategic use of capital models would be advantageous.

Interested?

If you're a qualified actuary with a strong capital modelling background and are interested in finding out more, please get in touch for a confidential discussion.

libby.stevenson@oliverjames.com | 020 3861 9165