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 AgentLocation: London or MaltaType: PermanentKey Duties (Including but not limited to):Produce the capital submissions of Lloyd’s syndicates managed by the Company for the Head of Capital reviewManage the design and build of capital models for new Syndicates as these are added for the Company managementEnsuring 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 reportQualified actuary with a recognised actuarial bodyNon Life Actuarial ExperiencePreferred managerial experience of at least 3 yearsPreferred 8-10 years’ demonstrated experience as a capital actuarySound knowledge of actuarial capital modelling tools and techniques, including a working knowledge of capital modelling software, preferably TycheProgramming knowledge of Python, R and Microsoft VBA #J-18808-Ljbffr