Capital Modelling Analyst Actuary

Asquare Partners; Greater London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading insurance firm is seeking an Asset Modelling Actuary to support the Capital Modelling department. The candidate needs a strong mathematical background, with the ability to analyze asset portfolios, review reinsurance structures, and support strategic planning. Key skills include proficiency in ArcGIS, Python, and SQL. The role offers full-time employment with opportunities for business travel.

Qualifications

• A 2:1 university degree or higher in a subject with mathematical content.
• Prior experience in modeling is ideal.
• Experience using Tyche and SQL database management systems is advantageous.

Responsibilities

• Run and maintain the Economic Scenario Generator (ESG) accurately calibrated.
• Analyze asset portfolio to ensure alignment with risk appetite.
• Review and validate reinsurance structures for capital efficiencies.
• Support annual strategic planning with capital modeling insights.
• Lead reviews to enhance capital efficiency across risk types.
• Assist with annual reporting deliverables including Profit and Loss.

Skills

ArcGIS

Intelligence Community Experience

GIS

Python

Computer Networking

Data Collection

Intelligence Experience

R

Relational Databases

Analysis Skills

Data Management

Application Development

Education

2:1 university degree or higher in a subject with mathematical content

Tools

Tyche

SQL database management systems

Job description

Job Description

Our client a P&C international insurance company is looking for an Asset Modelling Actuary to support the Capital Modelling department.

He / she will be in charge of the following tasks :

• Running and maintaining the Economic Scenario Generator (ESG) ensuring it is accurately calibrated and fully integrated into the Internal Model for both regulatory and internal reporting purposes.
• Analysing the asset portfolio of MSIG Europe to ensure alignment with the companys risk appetite while also assessing valuation and performance of those assets.
• Reviewing and validating reinsurance structures to identify potential capital efficiencies and carrying out sensitivity and stress testing.
• Supporting the annual strategic planning process by providing capital modelling insights for setting next years financial targets including Loss Ratio and Return on Capital analysis.
• Leading or contributing to deep-dive reviews to enhance capital efficiency across different risk types within both the Internal Model or Standard Formula.
• Assisting with various annual reporting deliverables including Profit and Loss and SCR reports.
• Gaining exposure to both Internal Model and Standard Formula reporting frameworks.

Profile

You have a 2 : 1 university degree or higher in a subject with mathematical content

Ideally some prior experience in modelling

Experience using Tyche and SQL database management systems would be an advantage

Open to occasional business travels

Required Experience :

IC

Key Skills

ArcGIS,Intelligence Community Experience,GIS,Python,Computer Networking,Data Collection,Intelligence Experience,R,Relational Databases,Analysis Skills,Data Management,Application Development

Employment Type : Full-Time

Experience : years

Vacancy : 1