Capital Modelling Analyst


Our client is looking to hire a Capital Modelling Analyst to join their London based team on a Permanent basis.

Ref: 49484

  • Location: London
  • Category: Cat Modelling
  • Type: Permanent


Key Duties:

  • Regulatory & Rating agency submission preparation: Lloyd’s, BMA, PRA, rating agencies
  • Production of key internal capital modelling reports/memos and model outputs as and when required
  • Maintain relevant logs and documents: Data directory, Process documentation, Expert Judgement/Assumption logs, Model Procedures etc.
  • Ensure appropriate audit trails are available: Calculation Kernel version control log, Sign-off records, System folder structures, Internal Model Expert Group minutes, Parameterisation justifications
  • Assist in the development of the capital model: Recognise development needs, implement solutions, and complete model change documentation as required
  • Undertake ad-hoc investigations as required and drill into model results: Includes Model development, Reinsurance testing, Investment testing, Business planning
  • Prepare appropriate materials for various internal committees including the Internal Model Expert Group
  • Modify the Capital Model as required: Includes making small code changes and setting up new reports
  • Maintain an open dialogue and forge relationships with other relevant departments
  • Help improve Internal Model use and buy-in within the business
  • Undertake Model Validation runs and investigations as requested by the Risk Department, assisting in other related areas where possible
  • Ensure consistency of data, assumptions and methodologies with other departments where possible, including Reserving and Pricing

Qualifications required:

  • Minimum 2:1 degree in a subject with a high degree of Mathematics. E.g. Mathematics, Physics, Economics with Mathematics, Actuarial Science
  • Part qualified Actuary – 1 to 3 years’ working experience

Experience required:

  • Capital modelling experience desirable
  • Igloo and/or Tyche experience desirable. Any other modelling software experience is an asset
  • Economic Scenario Generator and Asset modelling experience desirable


Michael Doherty

Associate Director – General Insurance

T: +44 (0)203 867 9863

Email me


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