Head of Capital Modelling – 28151 Full Time

The Emerald Group

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.