Capital Modelling Actuary

Job Summary

Provide risk and capital analysis (regulatory and economic) for Chaucer’s managed Lloyd’s syndicates. Deliver the syndicate SCR, take responsibility for specific areas of the internal model, produce and validate model outputs. Involved in model and MI development as well as use of the capital model throughout the business. Communicate and present analysis and results to key internal (incl. senior management) and external stakeholders (incl. the parent company and regulator).

Responsibilities

• Assist in the production and delivery of regulatory and economic capital requirements (SCR / ECA / Standard Formula) for all Chaucer managed syndicates.
• Run capital models to understand capital implications of business decisions as required.
• Produce and develop management information for the interpretation and presentation of modelled results to various groups within Chaucer, including Risk and Model Working Groups and ad‑hoc forums ...