Economic Capital Modelling Analyst — Data-Driven Risk Modeller

Sompo Holdings, Inc.; Greater London; Hybrid; GBP 60,000 - 90,000; Full time

Job summary

Sompo Holdings, Inc. is seeking an Economic Capital Modelling Analyst to join the London-based Capital Modelling team.

In this hybrid role, you will support end-to-end capital modelling with emphasis on data preparation, model production, and output analytics, collaborating across Model Parameterisation and Risk functions. You will work on data validation, parameter updates, and governance documentation, contributing to regulatory submissions and model validation readiness.

Qualifications

• Strong analytical skills with excellent attention to detail.
• Familiar with data validation, sensitivity testing, simulation modelling concepts.
• Undergraduate STEM degree or equivalent in Mathematics, Statistics, Physics, Engineering, Computer Science, Data Science, Economics, or similar.

Responsibilities

• Production Support: Prepare, collect, and review data for model assumptions and perform internal checks on data mapping processes.
• Parameterisation Support: Update model parameters with input from parameterisation actuaries and provide feedback summaries.
• Model Governance Support: Maintain Run Logs, Limitations Logs, Expert Judgement Logs, and assist with validation and governance activities.

Skills

Analytical skills

Attention to detail

Data validation

Sensitivity testing

Simulation modelling concepts

Education

Undergraduate STEM degree

Tools

Excel

Python

R

VBA

Julia

Job description

Sompo Holdings, Inc. is seeking an Economic Capital Modelling Analyst to join the London-based Capital Modelling team.

In this hybrid role, you will support end-to-end capital modelling with emphasis on data preparation, model production, and output analytics, collaborating across Model Parameterisation and Risk functions. You will work on data validation, parameter updates, and governance documentation, contributing to regulatory submissions and model validation readiness.