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Reporting to the Head of Capital Modelling, you operate with high autonomy to deliver the full lifecycle of the capital model: from parameterisation and development to regulatory submission and reporting.
Job Responsibility:
Entity Model Delivery: End-to-end ownership of the capital model for the assigned entity
Manage parameterisation, calculation kernel updates, and production runs
Improve Internal Model use and buy-in within the business
Prepare data for regulatory returns
Execute Model Validation runs and investigations requested by the Risk Department
Methodology & Consistency: Lead the technical development of the model
Ensure consistency of assumptions with Reserving, Pricing and Exposure Management where possible
Requirements:
Minimum 2:1 degree in a highly quantitative field (Mathematics, Physics, Actuarial Science)
Qualified Actuary (IFoA or equivalent)
7+ years of dedicated Capital Modelling experience
Demonstrable experience leading model change processes and regulatory submissions
Experience in line management and mentoring of junior analysts/students