• To perform the calibration of the capital model: premium, reserve, credit and market risks.
• To run the capital model
• To interact with the business (underwriters, pricing actuaries, reserving actuaries, claims) to challenge the model outputs
• Assist in the model validation
• Participate in the maintenance and development of the capital model
• Contribute to the creation of capital metrics to support the business strategy
• Participate to the ORSA
• Contribute to the effectiveness of the risk, capital and actuarial team; team work across functions (including risk, pricing and reserving)
• 1-2 years' experience in general insurance
• Capital experience
• Igloo essential
To discuss this role please submit your CV or contact John O’Brien on 0207 220 4774.
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