Senior Capital Modelling Analyst

JR United Kingdom; City Of London; On-site; GBP 80,000 - 100,000; Full time

Job summary

A leading global insurer in the London market seeks a Senior Capital Modelling Analyst to manage the internal model's operation and development. This role focuses on integrating capital insights while ensuring model accuracy and collaborating with various departments. Candidates should possess at least three years of experience in capital modelling and strong communication skills.

Qualifications

• At least three years of experience in capital modelling.
• Experience with investment risk or treasury is a plus.

Responsibilities

• Operation of the capital model and ensure accurate calibration.
• Coordinate with departments to ensure complete outputs and reports.
• Understand model limitations and prioritize changes.

Skills

Communication

Tools

Igloo

Job description

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Senior Capital Modelling Analyst, London (City of London)

Client: Selby Jennings

Location: London (City of London), United Kingdom

Job Category: Other

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EU work permit required: Yes

Job Views: 2

Posted: 28.06.2025

Expiry Date: 12.08.2025

Job Description:

Our client is a global insurer in the London Market looking for a Senior Capital Modelling Analyst. The successful candidate will be responsible for the day-to-day running of the internal model, including quarterly data updates, model changes, output information, and documentation of results. This role will be more BAU focused, with the candidate playing a key role in integrating capital insights, with access to senior leadership and cross-functional collaboration.

Key Responsibilities:

• Operation of the model: Understand the technical workings of the capital model, coordinate with other departments to ensure accurate, complete, and appropriate calibration.
• Set up, run, and extract results from the model, ensuring output is accurate, complete, and appropriate; provide quantitative and qualitative reporting.
• Development of the model: Understand limitations and work within the change process to address and prioritize limitations; operate the model change process; identify future areas for study.
• Risk Management use: Develop the internal model's role within the Risk Management Framework, acting as a measure of emerging risks and risk appetite assessment. Seek opportunities to embed the model into a coherent risk management strategy.
• Wider model use: Respond to use requests, identify, and develop future use areas.

Qualifications:

• At least three years of experience in capital modelling. Experience with assets (e.g., investment risk, treasury, accounting) is a plus. Experience with Igloo (modelling software) is advantageous.
• Strong communication skills are crucial.