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Lead Capital Modelling Actuary - 29543

Posted 9 days 18 hours ago by The Emerald Group

£80,000 - £100,000 Annual

Permanent

Full Time

Other

London, United Kingdom

Job Description

Reporting to the Head of Capital Modelling, you operate with high autonomy to deliver the full lifecycle of the capital model: from parameterisation and development to regulatory submission and reporting.

Location: London
Type: Permanent

Key Duties (Including but not limited to):

Entity Model Delivery: End-to-end ownership of the capital model for the assigned entity. Manage parameterisation, calculation kernel updates, and production runs.
Improve Internal Model use and buy-in within the business.
Prepare data for regulatory returns. Execute Model Validation runs and investigations requested by the Risk Department.
Methodology & Consistency: Lead the technical development of the model. Ensure consistency of assumptions with Reserving, Pricing and Exposure Management where possible.
Education: Minimum 2:1 degree in a highly quantitative field (Mathematics, Physics, Actuarial Science).
Professional Accreditation: Qualified Actuary (IFoA or equivalent).
7+ years of dedicated Capital Modelling experience.
Demonstrable experience leading model change processes and regulatory submissions.
Experience in line management and mentoring of junior analysts/students.