Capital Modelling Actuary - Hybrid Work & Growth

Chaucer Syndicates Ltd; Greater London; Hybrid; GBP 75,000 - 120,000; Full time

Benefits offered by this job

Medical insurance

Life insurance

Pension plan

Flexible holidays

Wellbeing support

Job summary

Chaucer Syndicates Ltd is seeking a Qualified or near-qualified actuary to lead risk and capital analysis for its Lloyd's managed syndicates. You will deliver SCR outputs, run capital models, and develop MI for internal and external stakeholders, including regulators.

The role involves model parameterisation, validation support, and close collaboration with Risk and senior management to optimise capital efficiency within Solvency II frameworks.

Qualifications

• Qualified actuary or near-qualified (IFoA).
• Strong programming and data analysis skills.
• Experience with capital modelling and risk management.

Responsibilities

• Provide risk and capital analysis for Lloyd's syndicates and deliver SCR outputs.
• Run capital models to understand capital implications of business decisions.
• Develop and validate internal model outputs and related MI for senior management and regulators.
• Assist with Igloo coding and parameterisation of the Internal Model.
• Support model validation and maintenance of documentation in line with Solvency II standards.
• Communicate results to stakeholders across the Group and with Lloyd's/PRA.

Skills

VBA

SQL

Python

Solvency II knowledge

Education

IFoA qualification

CERA examination

Tools

Igloo

Job description

Chaucer Syndicates Ltd is seeking a Qualified or near-qualified actuary to lead risk and capital analysis for its Lloyd's managed syndicates. You will deliver SCR outputs, run capital models, and develop MI for internal and external stakeholders, including regulators.

The role involves model parameterisation, validation support, and close collaboration with Risk and senior management to optimise capital efficiency within Solvency II frameworks.