In this role you will support Sompo’s Capital Modelling team in designing, developing, and maintaining the Sompo Economic Capital Model (ECM). You will produce analyses and reporting for regulators and internal committees, and communicate capital movements to stakeholders. You will lead modelling activity for selected risk categories and contribute to the ECM’s ongoing robustness and regulatory compliance. This is a hands-on, cross-functional position that shapes how capital is understood and managed across Sompo.
Pay / Benefits
Health & Wellness Benefits
Retirement & Savings Plans
Global Parental Leave & Adoption Assistance
Employee Assistance Program
Tuition Reimbursement & Professional Qualification benefits
Responsibilities
Support regulatory reporting and ECM activity for Sompo entities and regulators (PRA, Lloyd’s)
Contribute to entity-level planning and reforecasting, including capital calculations and explanations
Respond to validation feedback and evolving regulatory requests with practical reporting solutions
Ensure ECM operational controls and model policy compliance, seeking process improvements
Communicate ECM results and drivers to stakeholders across Sompo
Produce analyses to support risk reporting to committees and boards
Lead modelling for selected risk categories (timetabling, data processing, diagnostics)
Assist with ECM development, parameter reviews, and exposure analysis
Coordinate or support cross-team model development and onboarding within Sompo
Provide mentoring to ECM peers as needed
Key requirements
Understanding of Underwriting Risk and Reserve Risk concepts
Knowledge of Solvency II, Lloyd’s Minimum Standards or equivalent
Experience in non-life capital modelling; Tyche or Igloo knowledge desirable
Strong written and oral communication
Proficiency in Excel, Word, PowerPoint
Numerate analytical mindset and problem-solving approach
Graduate with a 1st or Upper 2nd degree in a numerate field; progression toward actuarial qualifications
Nearly Newly Qualified actuary with good progress in actuarial exams
Strong communication skills
Proactive process-improvement mindset
Collaboration and ability to work with cross-functional teams
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