Capital Analyst (Igloo)
A leading Lloyd’s of London Syndicate are seeking an actuarial analyst to join their market leading Capital team. The focus of the successful candidate will be to assist with the maintenance and development of the internal model as well as running high speed simulations.
A number of duties include:
- Parameterisation of the internal model.
- Work closely alongside all areas of the business.
- Interpreting results and producing reports to the key members of the business.
- Developing and running the internal model to meet both business needs and external requirements.
- Preparation and submission of Lloyd’s capital return and with the PRA and Lloyd’s for the Economic Capital Assessment.
- Group level model runs.
- Assisting the internal model validation team.
- Maintain documentation.
From you they are looking for:
- 1-3+ Years of experience in capital modelling (IGLOO).
- Igloo coding experience.
- Excellent problem solving and analytical skills.
- Aptitude for coding and a keen eye for detail.
- Ability to simplify key information and present it to stakeholders.
- A good team player as well as self starter.
- Programming language would be useful.
- Solvency ii and Lloyd’s experience.