Job Description
Reporting to the Head of Capital Modelling, you operate with high autonomy to deliver the full lifecycle of the capital model: from parameterisation and development to regulatory submission and reporting.
- Location: London
- Type: Permanent
Key Duties (Including but not limited to):
- Entity Model Delivery: End-to-end ownership of the capital model for the assigned entity. Manage parameterisation, calculation kernel updates, and production runs.
- Improve Internal Model use and buy-in within the business.
- Prepare data for regulatory returns. Execute Model Validation runs and investigations requested by the Risk Department.
- Methodology & Consistency: Lead the technical development of the model. Ensure consistency of assumptions with Reserving, Pricing and Exposure Management where possible.
- Education: Minimum 2:1 degree in a highly quantitative field (Mathematics, Physics, Actuarial Science).
- Professional Accreditation: Qualified Actuary (IFoA or equivalent).
- 7+ years of dedicated Capital Modelling experience.
- Demonstrable experience leading model change processes and regulatory submissions.
- Experience in line management and mentoring of junior analysts/students.
About The Emerald Group