Head of Capital Modelling - 28151

The Emerald Group
London

Working closely with the Chief Technical Officer on all Capital Modelling activities, including initiatives to enhance Capital Modelling input into strategic decisions within the Company.

  • Location: London
  • Type: Permanent

Key Duties (including but not limited to):

  • Involved in all aspects of capital modelling, across multiple entities, with a focus on the Company, the Company Re Group and the Company Group Capital Models.
  • Development of the scope and quality of model output, and modelling frameworks to provide best in class Capital Modelling analytics for strategic business decisions and regulatory submissions.
  • Producing material for internal and external presentations and reports, and attendance at key committees including the Internal Model Expert Group, Risk & Capital Committee, and Underwriting Committee.
  • Develop a trusted advisor relationship with senior contacts across the Company through effective communication and efficient, quality execution of BAU and projects.

Minimum Requirements:

  • Minimum 2:1 degree (or equivalent) in a subject with a high degree of Mathematics, e.g., Mathematics, Physics, Economics with Mathematics, Actuarial Science.
  • Fellow of the IFoA.
  • 10+ years of experience in Capital Modelling.
  • 15+ years of total experience in the Actuarial industry.
  • Extensive experience in driving and enhancing the use of capital models for business decisions via targeted and high-quality education and stakeholder management.
  • Igloo experience desirable. Any other modelling platform is an advantage.
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