A West London based insurer is seeking an experienced Capital Modelling Analyst/Actuary to join their Capital Modelling Team in order to support the business in the effective development and maintenance of their capital model.
Key responsibilities:
- The development/redevelopment and validation of the capital model.
- Providing capital and earnings impact assessments of risk with regular reporting and commentary.
- Undertake calibration of the internal model through sensitivity testing and other appropriate techniques.
- Undertake line 1 validation activity across all relevant risk types and documenting to the required regulatory standards.
- Contribute to the PRA annual returns.
Key requirements:
- A good understanding of capital modelling techniques.
- Part qualified/student Actuary or appropriate industry experience.
- Highly analytical with good attention to detail.
- Experience with @Risk would is desirable.
- Strong software skills, particularly in regards to Excel and VBA.
Package:
The salary for this role is flexible depending on experience. There is an attractive benefits package in place, including study support.
If you are interested in this role please apply below or contact me for more information.
