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Form of work
SalaryWe are working on an exciting Senior Capital Modelling role to report to the Head of Capital.
Responsibilities:
- Lead the delivery of major model changes. Submissions must demonstrate rigorous project management, parameterisation, review, communication, documentation and approvals.
- Lead all other relevant regulatory submissions to Lloyd’s and support submissions to other regulators as required.
- Ensure relevant Lloyd's Capital Modelling principles and expected maturity standards are maintained.
- Collaborate with the Risk Function to validate submissions, inform risk appetite, ORSA and stress & scenario testing.
- Investigate, explain, and report on model results to internal committees and boards, including group.
- Make recommendations for optimal financing structures to satisfy capital needs for Funds at Lloyd’s (e.g. LoCs, financial assets or other accepted structures).
Skills and Experience:
- Attainment of the FIA/FCAS designation or equivalent preferred
- 10+ years of Capital Modelling experience, which can be from a consultancy or other arrangements.
- Proven experience with Lloyd's capital submissions.
- Strong analytical skills and detail-oriented
- Strong computer skills with an emphasis on Igloo, Microsoft Excel, Python and SQL. Experience in other languages such as Tyche, or R of interest
- Sound understanding of regulatory capital requirements, primarily Lloyd’s capital requirements and Solvency II.
- Comfortable working with internal models
