Senior Capital Modelling Actuary - Lloyd's Syndicate Lead

The Emerald Group; Greater London; On-site; GBP 90,000 - 140,000; Full time

Job summary

The Emerald Group in London or Malta seeks an experienced Capital Actuary to lead capital submissions for Lloyd’s syndicates. You will design and maintain capital models and coordinate with risk and validators to validate models and contribute to ORSA reporting.

Applicants should be a qualified actuary with non-life experience, 8–10 years in capital actuary roles, and proficient in Python, R and VBA. Preference given to managerial experience.

Qualifications

• Qualified actuary with a recognised actuarial body.
• Non Life actuarial experience.
• 3+ years managerial experience.
• 8-10 years demonstrated experience as a capital actuary.
• Knowledge of actuarial capital modelling tools and software, Tyche preferred.
• Programming knowledge in Python, R and Microsoft VBA.

Responsibilities

• Produce capital submissions for Lloyd’s syndicates for Head of Capital review.
• Design and build capital models for new Syndicates as added for company management.
• Ensure deadlines for Lloyd’s Capital Return, LSM, Standard Formula, and PRA IMO.
• Collaborate with Risk Management and validators on internal model validation and ORSA reporting.

Skills

Capital actuary experience

Managerial experience

Programming (Python, R, VBA)

Education

Actuarial qualification

Tools

Tyche

Job description

The Emerald Group in London or Malta seeks an experienced Capital Actuary to lead capital submissions for Lloyd’s syndicates. You will design and maintain capital models and coordinate with risk and validators to validate models and contribute to ORSA reporting.

Applicants should be a qualified actuary with non-life experience, 8–10 years in capital actuary roles, and proficient in Python, R and VBA. Preference given to managerial experience.