Capital Modelling & Risk Analytics Analyst

American International Group, Inc.; Greater London; On-site; GBP 65,000 - 90,000; Full time

Benefits offered by this job

Total Rewards Program

In-person collaboration culture

Job summary

American International Group, Inc. (AIG) is seeking a Capital Modelling Risk Analyst to join the group-wide Capital Modelling and Risk Analytics Team.

You will support the AIG Group model used for economic capital, risk management and portfolio management across Europe (AESA) and UK Solvency II approved internal models, with a centre of excellence function for capital modelling across the group. You will review inputs/outputs, develop new processes, and communicate results to key stakeholders,

Qualifications

• Degree in Actuarial Science, Mathematics or related discipline with 2:1 or higher.
• Experience in an actuarial or capital modelling analyst role.
• Willingness to pursue actuarial qualifications.

Responsibilities

• Support annual/quarterly capital model updates, coordinating risk information across reserves, premium, Nat Cat, market, credit and operational risks.
• Review model inputs and outputs by performing change analyses.
• Develop new processes by creating tools and code to improve efficiency or regulatory reporting.
• Create process flows and document processes.
• Summarise model outputs and changes in risk reports for stakeholders, supporting actuarial or finance partners.
• Maintain logs, reports and documentation for internal and external reviews.
• Support testing and validation of model inputs and results, including QA.

Skills

Python

R

Analytical thinking

Problem solving

Communication skills

Quality control

Education

Actuarial Science / Mathematics degree 2:1 or above

Job description

American International Group, Inc. (AIG) is seeking a Capital Modelling Risk Analyst to join the group-wide Capital Modelling and Risk Analytics Team.

You will support the AIG Group model used for economic capital, risk management and portfolio management across Europe (AESA) and UK Solvency II approved internal models, with a centre of excellence function for capital modelling across the group. You will review inputs/outputs, develop new processes, and communicate results to key stakeholders,