Capital Modelling Analyst: Risk, Validation & Reporting

Arch Insurance Group Inc.; Greater London; Presencial; GBP 65.000 - 90.000; Jornada completa

Descripción de la vacante

Arch Europe Insurance Services Ltd in London is seeking a modeling specialist to support parameterisation of the capital model. You will participate in meetings with subject experts and help build, maintain and run the capital model.

You will produce, interpret and develop model outputs for various audiences, including regulatory returns to Lloyd’s and the PRA, and contribute to validation and documentation to ensure an audit trail.

Responsabilidades

• Assisting with the parameterisation of the model and 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 regulatory returns to Lloyd’s and the PRA.
• Contributing to the validation of the model through running validation tools and documenting results.
• Ensuring an audit trail and proper documentation of model changes.

Descripción del empleo

Arch Europe Insurance Services Ltd in London is seeking a modeling specialist to support parameterisation of the capital model. You will participate in meetings with subject experts and help build, maintain and run the capital model.

You will produce, interpret and develop model outputs for various audiences, including regulatory returns to Lloyd’s and the PRA, and contribute to validation and documentation to ensure an audit trail.