Capital and Catastrophe Modelling Actuary
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| Job Type | Permanent |
| Area | City, UK |
| Sector | Financial Services |
| Salary | Up to £100K + benefits |
| Currency | GBP |
| Start Date | |
| Job Ref | VAC-12578 |
| Job Views | 114 |
- Description
- Specialist Lloyd's Syndicate and Members Agency, wish to strengthen their Capital Modelling Team with the addition of a preferably fully qualified and experienced Capital Modelling Actuary to join their team. Working within a hybrid role the successful candidate will have the opportunity to leverage both their capital AND catastrophe modelling experience working closely with Exposure Management and Actuarial teams modelling within the internal model and exposure workstreams to enhance the reporting and MI to the business.
You will demonstrate significant experience of capital modelling within a Lloyd’s environment as well as catastrophe models – their use within internal models and the validation of catastrophe model change.
Typical duties will include:
- Lead catastrophe model parameterization for non-modelled classes and events
- Lead impact and validation aspects of catastrophe modelling development for modelled risks and changes required to reflect view of risk profile. This will extend to liaising with Lloyd’s Exposure Management team to agree changes and produce materials to support the model change
- Complete Internal Model and catastrophe modelling documentation accordingly.
- Lead MI workstreams relating to catastrophe modelling and present to Catastrophe Committee on a monthly basis.
- Be responsible for the link from catastrophe models to the Internal Model in Igloo. Run processing on a regular basis, including validation checks.
- Complete regulatory returns for the LCM submissions and forecasts
Applicants should demonstrate a detailed knowledge of Lloyd’s IM SCR guidance and submissions as well as proficiency in Igloo, SQL and Power BI as well as other catastrophe modelling platforms to be considered for the role.
This vacancy is being advertised by Montpellier Resourcing Limited. The services advertised by Montpellier Resourcing Limited are those of an Employment Agency.