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Key duties (including, but not limited to):
1. Developing and enhancing capital modelling capabilities for the Lloyd’s syndicate, SIEL, and SEIL, which may involve improving existing models for various entities and consolidating reports from these models for different uses.
2. Preparing Solvency Capital Requirement (SCR) submissions for Lloyd’s (the Lloyd’s Capital Return) for the syndicate, and supporting other entity model development as needed. Communicating results and providing analysis of changes to the Head of Capital and Chief Actuary.
3. Supporting annual and ad-hoc parameterisation of capital models, involving investigation of new methods and data sources to improve the process.
4. Preparing capital metrics and outputs to assist in business planning and management decision-making, and communicating key results to underwriters.
5. Line managing one Capital Analyst.
6. Supporting the Risk team with validation testing.
7. Providing reports and presenting results to the Internal Model Committee as required.
8. Maintaining documentation related to the Internal Model, in line with Solvency II requirements.
9. Developing improvements to increase the efficiency of models and reporting processes, including ad hoc group reporting.
Qualifications required:
* Qualified or nearly qualified with the Institute & Faculty of Actuaries or equivalent.
Experience required:
* Experience with RPC Tyche software (or similar capital modelling tools).
* Strong relevant technical experience.
* Knowledge of reserving principles.
* Understanding of Solvency II principles and EU directives related to capital adequacy.
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