Regulatory & Rating agency submission preparation: Lloyd’s, BMA, PRA, rating agencies.
Overview
Responsibilities:
- Production of key internal capital modelling reports/memos and model outputs as and when required
- Maintain relevant logs and documents: Data directory, Process documentation, Expert Judgement/Assumption logs, Model Procedures etc
- Ensure appropriate audit trails are available: Calculation Kernel version control log, Sign-off records, System folder structures, Internal Model Expert Group minutes, Parameterisation justifications, Notes within files, Email records
- Assist in the development of the capital modelling methodology and parameterisation processes
Qualifications required:
- Minimum 2:1 degree (or equivalent) in a subject with a high degree of Mathematics. E.g. Mathematics, Physics, Economics with Mathematics, Actuarial Science
- Studying towards Actuarial qualification, with previous Actuarial experience ideally in Capital Modelling
Experience required:
- Capital modelling experience desirable
- Igloo experience and any other modelling software experience desirable