Deputy Head of Capital Modelling & Reporting

AXIS (AXIS Capital); Greater London; Hybrid; GBP 90,000 - 150,000; Full time

Benefits offered by this job

Medical plans for you and family

Retirement plans

Tuition reimbursement

Paid annual leave

Comprehensive benefits

Job summary

AXIS Capital in London is seeking a Deputy Head of Model Reporting to lead key uses of our internal capital model, built on the Tyche platform, and to guide its development, validation and governance.

You will work with the Capital Modelling, Ceded Reinsurance and Pricing teams to ensure robust analysis, clear communication and timely regulatory reporting for AXIS’s Lloyd’s syndicates.

Qualifications

• Near-qualified or qualified actuary with substantial experience in an actuarial risk or capital modelling environment.
• Hands-on experience of using, maintaining or developing stochastic capital models.
• Strong understanding of capital modelling concepts, including risk distributions, aggregation, dependencies and model limitations.
• Experience of reviewing technical work, providing constructive challenge and managing significant deliverables to demanding deadlines.

Responsibilities

• Lead the incorporation of new business plans into the internal model and analyse movements from the previous plan.
• Explain the resulting impact on capital requirements, risk profile and model outputs to senior management and other stakeholders.
• Monitor and report changes in AXIS’s risk profile, highlighting material movements, concentrations and implications for capital.
• Oversee accurate and timely management and regulatory capital reporting, with clear explanations of drivers, assumptions, judgements and limitations.
• Lead the calculation and analysis of regulatory capital for AXIS’s Lloyd’s syndicates.
• Undertake targeted analysis of emerging capital, risk, regulatory and business issues, presenting conclusions and recommendations.

Skills

Actuarial modelling

Stakeholder communication

Leadership

Technical judgement

Attention to detail

Education

Actuarial qualification

Professional actuary

Tools

Tyche

Igloo

ReMetrica

Job description

AXIS Capital in London is seeking a Deputy Head of Model Reporting to lead key uses of our internal capital model, built on the Tyche platform, and to guide its development, validation and governance.

You will work with the Capital Modelling, Ceded Reinsurance and Pricing teams to ensure robust analysis, clear communication and timely regulatory reporting for AXIS’s Lloyd’s syndicates.