Capital Modelling Analyst

Arch Capital Group; Greater London; On-site; GBP 55,000 - 75,000; Full time

Job summary

Arch Capital Group in London is seeking a Capital Modelling Analyst to support parameterisation, build, maintenance and running of the capital model, and to produce outputs for risk, planning and allocation.

The role involves assisting with regulatory returns to Lloyd’s and the PRA, validation tools, documentation, and driving efficiencies while maintaining a robust audit trail across the modelling process.

Responsibilities

• Supporting the parameterisation of the model, including participating in meetings with subject experts.
• Assisting with the build, maintenance and running of the capital model.
• Producing, interpreting and developing model outputs for various audiences and uses, including reinsurance purchase, business planning and capital allocation.
• Assisting with the completion and submission of regulatory returns to Lloyd’s and the PRA.
• Contribution to the validation of the model through carrying out and interpreting the results of various validation tools.
• Assisting with the documentation of the model for internal and external purposes.
• Ensuring the model change process is embedded and a proper audit trail is kept.
• Identifying and improving efficiencies in existing processes and developing model enhancements.
• Assisting in the completion of the standard formula return.

Job description

With a company culture rooted in collaboration, expertise and innovation, we aim to promote progress and inspire our clients, employees, investors and communities to achieve their greatest potential. Our work is the catalyst that helps others achieve their goals. In short, We Enable Possibility.

• Supporting the parameterisation of the model, including participating in meetings with subject experts.
• Assisting with the build, maintenance and running of the capital model.
• Producing, interpreting and developing model outputs for various audiences and uses, including reinsurance purchase, business planning and capital allocation.
• Assisting with the completion and submission of regulatory returns to Lloyd’s and the PRA.
• Contribution to the validation of the model through carrying out and interpreting the results of various validation tools.
• Assisting with the documentation of the model for internal and external purposes.
• Ensuring the model change process is embedded and a proper audit trail is kept.
• Identifying and improving efficiencies in existing processes and developing model enhancements.
• Assisting in the completion of the standard formula return.

14101 Arch Europe Insurance Services Ltd

Capital Modelling Analyst London, United Kingdom