Capital Solutions Actuary – Client Advisory & Modelling

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

Job summary

Willis Re is seeking an experienced Capital Solutions Actuary to join the Capital Solutions & Advisory team in London. You will bring capital modelling expertise to client engagements, designing and evaluating capital solutions for insurers, reinsurers, Lloyd’s syndicates and investors.

The role sits at the intersection of actuarial analytics, broking and capital markets, translating complex model outputs into practical recommendations on capital efficiency, risk transfer and return on capital

Qualifications

• Fully qualified actuary with extensive years’ experience in insurance, reinsurance or advisory.
• Immediate, current industry experience of capital management, including building and running capital models.
• Experience calculating one-year, ultimate and multi-year capital requirements and interpreting return metrics.

Responsibilities

• Build, parameterise and run stochastic capital models for insurers/reinsurers/investors.
• Design and evaluate capital solutions including sidecars, collateralised reinsurance and ILS.
• Parameterise risk categories within capital models (insurance, reserve, market, credit).
• Calculate capital requirements across 1-year, ultimate and multi-year horizons; assess impact of strategies.
• Compute ROI/ROC/RORAC to inform capital allocation decisions.
• Simulate P&L distributions to support risk appetite and earnings volatility analysis.
• Perform scenario/stress testing, including RDS, to validate outputs.
• Advise clients on capital requirements and adequacy under Lloyd’s, Solvency II, BCAR; engage with rating agencies.
• Present complex analyses to senior stakeholders and coordinate with brokers and analytics teams.
• Contribute to client-facing outputs, RFPs and long-term engagement strategies.

Skills

Capital modelling

Stochastic modelling

Client-facing

ROI/ROC/RORAC

Scenario analysis

Excel

Python/SQL/R

Education

FIA/FFA/FCAS or equivalent

Tools

Igloo

Python

SQL

Job description

Willis Re is seeking an experienced Capital Solutions Actuary to join the Capital Solutions & Advisory team in London. You will bring capital modelling expertise to client engagements, designing and evaluating capital solutions for insurers, reinsurers, Lloyd’s syndicates and investors.

The role sits at the intersection of actuarial analytics, broking and capital markets, translating complex model outputs into practical recommendations on capital efficiency, risk transfer and return on capital