Capital Solutions Actuary – Client Advisory

Willis Re; Greater London; Hybrid; GBP 110,000 - 170,000; Full time

Job summary

Willis Re in London seeks an experienced Capital Solutions Actuary to join the Capital Solutions & Advisory team. You will build and run capital models and translate results into actionable recommendations for insurers, reinsurers, Lloyd’s syndicates and investors.

The role is client-facing, advising on capital requirements under Lloyd’s, Solvency II and BCAR, and collaborating with brokers, catastrophe modellers and capital markets teams.

Qualifications

• Fully qualified actuary (FIA/FFA/FCAS or equivalent).
• Immediate, current industry experience of capital management and modelling.
• Experience parameterising insurance, reserve, market and credit risk.

Responsibilities

• Build, parameterise and run stochastic capital models for insurers, reinsurers, Lloyd’s syndicates and investors.
• Design and evaluate capital solutions, including reinsurance, retrocession, third-party capital and alternative structures.
• Parameterise key risk categories and calculate capital requirements across multiple horizons.
• Calculate ROI, ROC and RORAC to inform capital allocation.
• Advise clients on capital requirements under Lloyd’s, Solvency II and BCAR; support rating agency interactions.

Skills

Capital modelling

Stochastic modelling

Advanced Excel

Python

R

SQL

Client-facing

Lloyd’s BCAR knowledge

Education

FIA/FFA/FCAS or equivalent

Tools

Igloo

Lloyd’s Standard Model

Excel

Python

R

SQL

Job description

Willis Re in London seeks an experienced Capital Solutions Actuary to join the Capital Solutions & Advisory team. You will build and run capital models and translate results into actionable recommendations for insurers, reinsurers, Lloyd’s syndicates and investors.

The role is client-facing, advising on capital requirements under Lloyd’s, Solvency II and BCAR, and collaborating with brokers, catastrophe modellers and capital markets teams.