Key Duties (Including but not limited to)

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.

Qualifications Required

Education: Minimum 2:1 degree in a highly quantitative field (Mathematics, Physics, Actuarial Science). Professional Accreditation: Qualified Actuary (IFoA or equivalent).

Experience Required

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.

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