Lead Capital Modelling Analyst — Solvency II Expert

The Actuary; Greater London; Hybrid; GBP 80,000 - 110,000; Full time

Job summary

The Actuary in London is seeking a Lead Analyst to drive capital modelling and production across entities. You will contribute to Solvency II Internal Models, produce outputs, explain movements, and support risk, capital management, reinsurance and investments.

You will hold an MSc in a quantitative discipline and be a qualified actuary (or equivalent), with at least five years' capital modelling experience in general insurance.

Qualifications

• MSc in a quantitative discipline and actuarial qualification or equivalent.
• Minimum 5 years' capital modelling experience in general insurance.
• Strong Solvency II modelling knowledge and ability to communicate technical findings.
• Experience with programming languages: Python, R, MATLAB or VBA.
• Office-based with stakeholder exposure in a global environment.

Responsibilities

• Produce and present model outputs, explain movements and support stakeholders across risk and capital management.
• Contribute to quarterly model baselines, regulatory submissions, stress testing and ORSA.
• Collect inputs, validate data, implement controls and maintain model documentation.
• Identify automation and process optimisation opportunities across modelling processes.

Skills

Capital modelling

Python

R

MATLAB

VBA

Stakeholder communication

Problem solving

Regulatory knowledge (Solvency II)

Education

MSc in a quantitative discipline

Qualified actuary or equivalent

Tools

Igloo

Job description

The Actuary in London is seeking a Lead Analyst to drive capital modelling and production across entities. You will contribute to Solvency II Internal Models, produce outputs, explain movements, and support risk, capital management, reinsurance and investments.

You will hold an MSc in a quantitative discipline and be a qualified actuary (or equivalent), with at least five years' capital modelling experience in general insurance.