Capital Modelling Manager (contract)

Our general insurance client is seeking a Capital Modelling Manager on a contractual basis for a maternity leave cover. Initial contract term until end of June 2025.

About the role

• Validation of asset data and Economic Capital Model (ECM) output relating to asset data.
• Validation of Economic Scenario Generator (ESG) adjustments and ECM output relating to ESG updates.
• Support ad hoc queries relating to ESG replacement, including support for model changes relating to external regulators as necessary.
• Prepare documentation to support recommendations regarding ESG replacement and the internal model change process.

About you

• Strong experience working in capital teams in general insurance.
• Experience with Igloo and working with Economic Scenario Generators is essential.
• Understanding of industry best practice and the regulatory environment in capital for general in...