Actuarial Capital Analyst/Actuary

1 day left

Location
London
Salary
£45000 - £70000 per annum, Benefits: Study Support
Posted
20 Jun 2018
Closes
20 Jul 2018
Ref
JRM04003947
Contact
Jake Morton
Contract Type
Permanent
Capital Analyst (Igloo)

A leading Lloyd's of London Syndicate are seeking an actuarial analyst to join their established Capital team. The focus of the successful candidate will be to assist with the maintenance and development of the internal model as well as running high speed simulations.

A number of duties include:
  • Parameterisation of the internal model.
  • Work closely alongside all areas of the business.
  • Interpreting results and producing reports to the key members of the business.
  • Developing and running the internal model to meet both business needs and external requirements.
  • Preparation and submission of Lloyd's capital return and with the PRA and Lloyd's for the Economic Capital Assessment.
  • Group level model runs.
  • Assisting the internal model validation team.
  • Maintain documentation.
From you they are looking for:
  • 3+ Years of experience in capital modelling (IGLOO).
  • Igloo coding experience.
  • Excellent problem solving and analytical skills.
  • An interest in using Tyche.
  • Aptitude for coding and a keen eye for detail.
  • Ability to simplify key information and present it to stakeholders.
  • A good team player as well as self starter.
  • Programming language would be useful.
  • Solvency ii and Lloyd's experience.

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