Job Description
Overview
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.Qualifications required:
Education: Minimum 2:1 degree in a highly quantitative field (Mathematics, Physics, Actuarial Science).Professional Accreditation: Qualified Actuary (IFoA or equivalent).Experience required:
7+ years of dedicated Capital Modelling experience.Demonstrable experience leading model c...