Senior Capital Modelling Lead (12-Month FTC)

Lloyd; Greater London; On-site; GBP 130,000 - 190,000; Full time

Job summary

Lloyd’s is seeking a Head of Capital Modelling on a fixed-term basis to cover maternity leave. You will lead the Lloyd’s Internal Model, oversee regulatory capital calculations and drive the next generation of capital modelling across the market.

You will coordinate with risk, reserving, investment and market oversight teams, communicating complex modelling results to senior stakeholders and regulators. This is a senior leadership role based in London.

Qualifications

• Deep technical knowledge of capital modelling.
• Strong understanding of Lloyd's and the wider London and international insurance markets.
• Broad knowledge across reserving, reinsurance, exposure management, underwriting and risk.
• Understanding of UK Solvency II requirements and UK GAAP.
• Experience influencing and working with senior stakeholders.
• Evidence of leading significant change.
• Strong analytical, decision-making and problem-solving skills.
• Ability to mentor and develop high-performing teams.

Responsibilities

• Lead the development, operation and annual update of the Lloyd’s Internal Model (LIM).
• Oversee calculation of Lloyd’s regulatory capital requirement.
• Shape and deliver the next generation of the LIM, aligned to strategy.
• Lead major model change activity and engagement with the PRA.
• Ensure ongoing compliance with UK Solvency II capital requirements.
• Lead analysis of member capitalisation and risks to the Central Fund.
• Coordinate capital modelling with related functions and communicate findings to stakeholders.

Skills

Capital modelling

Stakeholder management

Team leadership

Analytical thinking

Regulatory knowledge

Education

FIA qualification

Degree or equivalent

Job description

Lloyd’s is seeking a Head of Capital Modelling on a fixed-term basis to cover maternity leave. You will lead the Lloyd’s Internal Model, oversee regulatory capital calculations and drive the next generation of capital modelling across the market.

You will coordinate with risk, reserving, investment and market oversight teams, communicating complex modelling results to senior stakeholders and regulators. This is a senior leadership role based in London.