Capital Modelling Analyst: Economic Risk & Data Analytics

Sompo International; Greater London; On-site; GBP 60,000 - 90,000; Full time

Benefits offered by this job

Health & Wellness

Retirement Plans

Parental Leave

Employee Assistance

Tuition Reimbursement

Job summary

Sompo invites applications for an Economic Capital Modelling Analyst in London. You will support end-to-end capital modelling, focusing on data preparation, model production, and output analytics within Capital Modelling. Collaborate with Parameterisation and Risk teams to ensure robust analytics and governance.

The role is based in London, with a collaborative environment that fosters career development and long-term growth in a global insurance group.

Qualifications

• Strong analytical skills with excellent attention to detail.
• Familiar with data validation, sensitivity testing, simulation modelling concepts.
• Proficiency in Excel; experience with coding (Python, R, VBA, Julia) is advantageous.
• Undergraduate degree in a STEM discipline (e.g., Mathematics, Statistics, Engineering, CS, Data Science, Economics).
• Interest in insurance, risk, or capital modelling with willingness to develop expertise.

Responsibilities

• Production Support: gather, review, and validate data for model assumptions.
• Parameterisation Support: assist actuaries to update model parameters and provide feedback.
• Model Governance Support: maintain run logs, governance docs, and prep for validations/submissions.

Skills

Strong analytical

Attention to detail

Data validation

Sensitivity testing

Simulation modelling concepts

Excel proficiency

Coding (Python, R, VBA, Julia)

Education

Undergraduate degree in STEM

Tools

Python

R

VBA

Julia

Excel

Job description

Sompo invites applications for an Economic Capital Modelling Analyst in London. You will support end-to-end capital modelling, focusing on data preparation, model production, and output analytics within Capital Modelling. Collaborate with Parameterisation and Risk teams to ensure robust analytics and governance.

The role is based in London, with a collaborative environment that fosters career development and long-term growth in a global insurance group.