We have partnered with a leading (re)insurer to find them a Senior Capital Analyst. The successful candidate will play a key role in the development, maintenance, parameterisation, documentation, and execution of models to support both risk and capital management across the business. This role also includes but not limited to:
* Build, operate and maintain the stochastic capital model using Tyche software and deterministic regulatory and rating agency models using Excel and Psicle software to meet management needs in terms of economic capital, ensure methods and assumptions used are appropriate.
* Maintain and enhance the governance around documentation and change control.
* Source, validate and automate data inputs feeding into the stochastic and deterministic models.
* Perform regular recalibration of the capital model, develop expert judgements and prepare reports and presentations for senior management.
* Support the production of the risk and capital analytics to support key decisions across the organisation e.g. business planning, reinsurance strategy and other ad-hoc business request.
* Maintain and improve the production of quarterly and annual calculations for regulatory and rating agency submissions.
Please apply for further information