Senior Capital Modelling Actuary

The jobholder will be responsible for capital submission of Lloyd’s syndicates managed by the Company's Lloyd’s Managing Agent

• Location: London or Malta
• Type: Permanent

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
• Qualified actuary with a recognised actuarial body
• 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

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