Senior Capital Manager Quant/Actuary

Oliver James Associates Ltd.; City Of London; On-site; GBP 70,000 - 100,000; Full time

Job summary

A major insurer is seeking a Senior Capital Manager to take ownership of internal model development with a focus on credit risk and quant modelling. This high-autonomy role involves enhancing capital models, coding in Python, and collaborating with various teams to ensure robust model performance. Ideal candidates will have deep quant modelling experience and strong technical skills, particularly in Python.

Qualifications

• Deep quant or actuarial modelling experience (insurance or consulting).
• Strong technical coding skills - Python preferred.
• Experience with internal models, risk modelling, or capital frameworks.

Responsibilities

• Own and enhance capital models - especially credit, market & operational risk.
• Design, build and refine methodologies in Python.
• Collaborate with teams to stress-test models & assumptions.

Skills

Quant modelling

Technical coding skills

Credit risk models

Commercial insight

Tools

Python

R

Matlab

Job description

Senior Capital Manager - Quant Modelling | Insurance

London (3 days in office)
Newly created role | High impact | Technical ownership

Looking to step into a high-autonomy, high-impact modelling role? A major insurer is strengthening its Capital team and hiring a Senior Capital Manager to own key areas of internal model development - with a strong focus on credit risk, programming, and quant modelling.

You'll report to a highly experienced and approachable Head of Capital and work alongside a small, senior team.

What you'll be doing:

• Own and enhance capital models - especially credit, market & operational risk

• Design, build and refine methodologies in Python (R/Matlab also considered)

• Collaborate with investments and wider teams to stress-test models & assumptions

• Manage model maintenance cycles and handle model-user queries

• Stay hands-on with the code - this is not a BAU oversight role

What you bring:

• Deep quant or actuarial modelling experience (insurance or consulting)

• Experience of methodology and development, rather thatn oversight.

• Strong technical coding skills - Python preferred, (R/Matlab considered)

• Experience with internal models, risk modelling, or capital frameworks (Solvency UK)

• Able to translate complex model output into commercial insight

• Actuarial qualification not required - strong technical skills are a must

• Experience with credit risk models a big plus