Senior Capital Modelling Actuary – 29088

The jobholder will be responsible for capital submission of Lloyd’s syndicates managed by the Company's Lloyd’s Managing Agent

• Location: London or Malta
• Type: Permanent

Key Duties (Including but not limited to):

• Produce the capital submissions of Lloyd’s syndicates managed by the Company for the Head of Capital review
• Manage the design and build of capital models for new Syndicates as these are added for the Company management
• Ensuring deadlines are met for the Lloyd’s Capital Return (LCR), Lloyd’s Standard Model (LSM), Standard Formula, and PRA Internal Model Outputs (IMO)
• Work closely with the Risk Management Team and independent validators on validation of the Internal Model, assisting as needed with sensitivity testing, back testing, P&L Attribution and stress and scenario testing. Assist with the production of the ORSA report
• Qualified actuary with a recognised actuarial body...