Capital Modelling Analyst – 50769

The capital modelling analyst will support the Capital Model Actuary in delivering capital model outputs required to support the development of the business, including the Lloyd’s Capital return, calibration, capital optimisation analysis, and performance of model validation testing.

Ref: 50769

  • Location: London
  • Category: Non-life Actuarial
  • Type: Permanent


Key Duties:

  • Assist the Capital Model Actuary in maintaining, parameterising, running and enhancing the Remetrica capital model
  • Analyse historical syndicate and market data to develops model parameters and calibrate inputs to the capital model
  • Assist the Capital Model Actuary in supporting the capital model validation process
  • Use the model to assist with capital calculations, business planning and evaluating the costs / benefits of reinsurance
  • Support syndicate business planning and in developing capital model submissions in support of proposed transactions to Lloyd’s
  • Support the reserving team during quarterly / year end peak work periods
  • Assist in liaising with third party stakeholders such as auditors, independent actuaries and Lloyd’s actuarial department

Qualifications required:

  • Likely a part qualified actuary with London Market / Lloyd’s experience

Experience required:

  • Capital modelling experience required – Remetrica experience desirable
  • Proficient in use of Excel and macros


Rebecca Gibson

Director, General Insurance

T: ‭020 3867 9857

Email me


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