Global Capital Modelling & Risk Analyst

AIG Europe S.A. (U.K. Service Branch) & American International Group UK Ltd; City Of London; On-site; GBP 65,000 - 90,000; Full time

Job summary

AIG Europe S.A. (U.K. Service Branch) & American International Group UK Ltd is seeking a Capital Modelling Risk Analyst to join the Capital Modelling and Risk Analytics Team.

You will support updates to the Group capital model used for economic capital, risk management and portfolio management at firm-wide level, and collaborate across Europe and the UK Solvency II Internal Models. You will work with Actuarial and Finance partners, review model inputs, develop tooling and documentation, and help

Qualifications

• Degree in Actuarial Science (2:1 or above) required.
• Experience in an Actuarial or Capital Modelling Analyst role preferred.
• Willingness to pursue actuarial qualifications.
• Coding experience in Python, R or other programming languages.
• Strong critical thinking and problem solving skills.
• Strong quality control and review skills.
• Excellent communication and interpersonal skills.

Responsibilities

• Support annual/quarterly capital model updates and related risk information collection across Reserve, Premium, Nat Cat, Market, Credit and Operational risks.
• Review model inputs and outputs through analyses of change.
• Develop tools and code to improve efficiency or regulatory reporting; document processes and create process flows.
• Summarise and communicate model outputs and changes to stakeholders.
• Support Actuarial or Finance partners in uses of the Capital Model (volatility analysis, capital allocation).
• Ensure logs, reports and documentation are maintained and accessible for internal and external review; assist with testing and validation.

Skills

Actuarial degree 2:1+

Capital Modelling experience

Actuarial qualifications pursuit

Python

R

Critical thinking

Quality control

Communication skills

Education

Degree in Actuarial Science

Tools

Python

R

Job description

AIG Europe S.A. (U.K. Service Branch) & American International Group UK Ltd is seeking a Capital Modelling Risk Analyst to join the Capital Modelling and Risk Analytics Team.

You will support updates to the Group capital model used for economic capital, risk management and portfolio management at firm-wide level, and collaborate across Europe and the UK Solvency II Internal Models. You will work with Actuarial and Finance partners, review model inputs, develop tooling and documentation, and help