Lead Actuary – Predictive Modelling – 29562
London
To actively support the Head of Pricing in delivering the development and recalibration of pricing tools, with a focus on predictive modelling.
Senior Capital Modelling Actuary – 29088
The jobholder will be responsible for capital submission of Lloyd’s syndicates managed by the Company's Lloyd’s Managing Agent
Ref: 29088
- Location: London or Malta
- Category: Capital Modelling
- Type: Permanent
Overview
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
Qualifications required:
- Qualified actuary with a recognised actuarial body
Experience required:
- Non Life Actuarial Experience
- Preferred managerial experience of at least 3 years
- Preferred 8-10 years’ demonstrated experience as a capital actuary
- Sound knowledge of actuarial capital modelling tools and techniques, including a working knowledge of capital modelling software, preferably Tyche
- Programming knowledge of Python, R and Microsoft VBA