Capital Modelling Analyst — Build, Validate & Optimize Models

Arch Capital; Greater London; On-site; GBP 60,000 - 90,000; Full time

Job summary

Arch Europe Insurance Services Ltd seeks a capital modelling professional to support parameterisation, development, and reporting of the capital model. The role involves collaboration with subject experts, building and maintaining the capital model, and producing outputs for planning and reinsurance decisions.

Your work will include assisting with regulatory returns to Lloyd's and the PRA, validating the model, documenting processes, and ensuring an audit trail to support governance and

Responsibilities

• Parameterisation of the capital model and participation in meetings with subject experts.
• Assist with the build, maintenance and running of the capital model.
• Produce, interpret and develop model outputs for reinsurance purchase, business planning and capital allocation.
• Assist with regulatory returns submissions to Lloyd's and the PRA.
• Contribute to model validation using various validation tools.
• Document the model for internal and external purposes and ensure an audit trail.

Skills

Capital modelling

Model validation

Regulatory reporting

Documentation

Process improvement

Job description

Arch Europe Insurance Services Ltd seeks a capital modelling professional to support parameterisation, development, and reporting of the capital model. The role involves collaboration with subject experts, building and maintaining the capital model, and producing outputs for planning and reinsurance decisions.

Your work will include assisting with regulatory returns to Lloyd's and the PRA, validating the model, documenting processes, and ensuring an audit trail to support governance and