Capital Modelling analyst (Internal Model Focused)

Posted 27 July 2024
Salary £45000 - £60000 per annum
LocationCity of London
Discipline 精算與風險
Reference101120231
Contact NameJono Conolly

Job description

We have partnered with one of the best Lloyd's syndicates in the market to find them a highly motivated and Capital Modelling Analyst. The successful candidate will contribute to the ongoing development of the internal model, capital modelling processes, reporting, business planning and model use for the Casualty, Property and Reinsurance business as and when written. The role also includes, but is not limited to:

  • Helping with the next cycle of underwriting risk parameterisation including making use of their own historical data as it becomes available.
  • Engaging with multiple stakeholders - in particular Underwriting, Exposure Management, Reserving, Claims and Finance.
  • Updating new data and parameterising all risk types : Underwriting, Reserve, Market, Credit, Operational.
  • Building reports & visualisations.
  • Developing and embedding an approach to capital allocation that is easy to maintain, stable, it can stand up to challenge and has buy in from stakeholders.
  • Enhancing the reinsurance analysis.
  • Producing output to feed into the ORSA.
  • Implementing and changing processes to improve automation and efficiency.
  • Develop the model by working through the development log, implementing enhancements.
  • Resolving issues identified in the issues log. Respond to Lloyd's queries as they arise.

Please apply for further information.