Capital Modelling & Risk Analytics Analyst

Aig Inc; Greater London; Híbrido; GBP 60.000 - 90.000; Jornada completa

Descripción de la vacante

AIG is seeking a Capital Modelling Risk Analyst to join its Capital Modelling and Risk Analytics Team in London. You will support updates to the Group model used for economic capital, risk management and portfolio management at the firm-wide level, including AESA and UK Solvency II internal models.

You will review inputs/outputs, create tooling, document processes and communicate changes to stakeholders, working with Actuarial and Finance partners.

Formación

• Degree in Actuarial Science, Mathematics or related discipline – 2:1 or above.
• Experience in an Actuarial or Capital Modelling Analyst role.
• Willing to pursue actuarial qualifications.
• Coding experience in Python, R or other programming languages.

Responsabilidades

• Support annual/quarterly capital model updates, collecting risk information across Reserve risk, Premium risk, Nat Cat, Market, Credit and Operational risks.
• Review model inputs and outputs by performing analysis of change.
• Develop tools and code to improve efficiency or regulatory reporting.
• Create process flows and document processes.
• Summarise and communicate model output and changes to key stakeholders.
• Support business partners in Actuarial or Finance with uses of the Capital Model for volatility analysis or capital allocation.
• Ensure logs, reports and documentation are maintained for internal/external review.
• Support testing and validation of model inputs and results.

Conocimientos

Python

R

Programming

Educación

Actuarial Science

Mathematics

Descripción del empleo

AIG is seeking a Capital Modelling Risk Analyst to join its Capital Modelling and Risk Analytics Team in London. You will support updates to the Group model used for economic capital, risk management and portfolio management at the firm-wide level, including AESA and UK Solvency II internal models.

You will review inputs/outputs, create tooling, document processes and communicate changes to stakeholders, working with Actuarial and Finance partners.