Capital Modeler - Contract

Location London
Discipline: Finance & Strategy
Job type: Contract
Contact name: Luca
Contact email: luca@weareedenbrook.com
Job ref: J5604
Published: 3 months ago
We are currently partnering with a Market-Leading Speciality Insurance company to recruit a Capital Actuary on a Contract basis. They are seeing an experienced Capital Actuary to develop the dependency structure within the internal model. The role can also optionally include the testing and optimisation of a migration of a separate model to a server-based environment. Key Responsibilities; • Develop the dependency structure within the Syndicate’s internal model. • Document the rationale for the existing dependency approach and identify improvements against market best practice. • Review, document, and update copula choices where necessary. • Align dependency assumptions with the overall calibration structure. • Test the migration of the desktop-based Tyche model to a server environment to ensure it meets expectations. • Optimise the model to work with a PowerApp front end. • Enhance reporting capability through integration with a Power BI dashboard. • Support and promote strong Conduct practices to ensure the best outcomes for customers and policyholders. The ideal candidate should have; • Been an experienced Capital Actuary within the Insurance industry. • Knowledge of Tyche Capital Modelling software. • Previous experience working with Internal Model dependency structures including different approaches. • Experience in testing model improvements.