Capital Modelling & Risk Analytics Specialist

AIG; Greater London; On-site; GBP 70,000 - 110,000; Full time

Job summary

AIG is seeking a Capital Modelling Risk Analyst to contribute to the firm-wide capital, risk management and portfolio modelling framework. The role sits within the Capital Modelling and Risk Analytics Team supporting Europe and UK Solvency II internal models and other global models.

You will help update capital models, review inputs/outputs, develop new processes, and prepare risk reports for key stakeholders across Actuarial and Finance, while ensuring quality and documentation standards are

Qualifications

• Degree in Actuarial Science, Mathematics or related discipline with 2:1 or above.
• Experience in an Actuarial or Capital Modelling Analyst role or similar.
• Working towards actuarial qualifications.
• Coding experience in Python, R or other programming languages.

Responsibilities

• Support annual/quarterly capital model updates across risk areas.
• Review model inputs and outputs via analysis of change.
• Develop new processes by creating tools and code for regulatory reporting.
• Create process flows and document processes for governance.
• Summarise model output and changes for stakeholders including Actuarial and Finance teams.
• Ensure logs, reports and documentation are maintained for internal/external review.
• Assist testing and validation of model inputs and results, including QA.

Skills

Python

R

Data analysis

Actuarial knowledge

Problem solving

Communication

Education

Degree in Actuarial Science, Mathematics or related discipline

Tools

Excel

Job description

AIG is seeking a Capital Modelling Risk Analyst to contribute to the firm-wide capital, risk management and portfolio modelling framework. The role sits within the Capital Modelling and Risk Analytics Team supporting Europe and UK Solvency II internal models and other global models.

You will help update capital models, review inputs/outputs, develop new processes, and prepare risk reports for key stakeholders across Actuarial and Finance, while ensuring quality and documentation standards are