Capital Modelling Actuary

Overview

In this role you will expand the internal capital modelling capability within a leading Lloyd’s insurer, contributing to both syndicate and reinsurance entities. You will develop the internal capital model and work with the risk management team to integrate results, while supporting regulatory submissions. You will also take the lead on liquidity testing, ensuring resilience and compliance. The position offers exposure to probabilistic modelling and capital considerations in a London market context. Tyche knowledge is advantageous and you will collaborate across teams to shape capital strategy.

Responsibilities

• Develop and maintain the internal capital model
• Collaborate with risk management to integrate modelling outputs
• Support regulatory submissions related to capital adequacy
• Lead liquidity testing activities
• Engage with syndicate and reinsurance entities to understand capital implications

Key requirements

• Qualified actuary with strong Lloyd’s/London market capital exposure
• Solid capital modelling software experience
• Experience with internal capital model development
• Knowledge of regulatory submission processes
• Tyche experience is advantageous

• capital modelling
• internal capital model development
• regulatory submissions
• liquidity testing
• Tyche (advantageous)

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