Senior Capital Modelling Actuary – 29088

Location: London or Malta
Category: Capital Modelling
Type: Permanent

The jobholder will be responsible for capital submission of Lloyd’s syndicates managed by the Company's Lloyd’s Managing Agent

Ref: 29088

Key Duties (Including but not limited to):

Produce the capital submissions of Lloyd’s syndicates managed by the Company for the Head of Capital review
Manage the design and build of capital models for new Syndicates as these are added for the Company management
Ensuring deadlines are met for the Lloyd’s Capital Return (LCR), Lloyd’s Standard Model (LSM), Standard Formula, and PRA Internal Model Outputs (IMO)
Work closely with the Risk Management Team and independent validators on validation of the Internal Model, assisting as needed with sensitivity testing, back testing, P&L Attribution and stress and scenario testing. Assist with the production of the ORSA report