Actuarial SME – Capital Modelling

Date Posted: 20/05/2020

Job Ref: JOB-15586

Location: London

Sector: Insurance 

Job Type: Contract

Team Member Name: Shaun McKenzie

Duration: 3-4mths

Contract Rate Bands: £800 - £1000 per day 

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Actuary / Capital Modelling / Igloo / ReMetrica


The Actuary Specialist will be expected to make changes to Igloo model for September Lloyd’s SCR submission. You will make updates to business plan, reserve risk and other major parameter updates, complete revisions to dependency structure and populate, reconciliation and analysis of change of Lloyd’s LCR forms.


The successful candidate will have previous model build experience in ReMetrica, participated in Lloyd’s SCR process and have working Igloo knowledge, including experience of model changes. You will have experience of reserve risk parameterisation, including Mack BF (and stochastic extensions thereof), underwriting risk parameterisation, including loss emergence and knowledge of London market business and key drivers of risk. Exposure to Python will be advantageous.


London based insurer

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