Capital Modelling Actuary – Tyche

Overview

In this role you will own key elements of regulatory capital calculations and contribute to internal model development. You will support governance, validation, and change activity while addressing liquidity testing and collateral calculations. You’ll collaborate across actuarial, risk, finance and underwriting to drive capital management and portfolio optimisation. The role offers broad exposure to capital modelling, risk management and strategic planning, with opportunities to influence regulators, rating agencies and senior stakeholders.

Responsibilities

• own regulatory capital calculation processes and produce submissions for regulators and market bodies
• support model validation, governance and change activity
• conduct liquidity testing and management capital assessments
• address rating agency requirements and collateral calculations
• contribute to methodology, parameterisation, validation and process enhancements
• apply actuarial judgement to challenge assumptions and communicate insights to senior stakeholders
• collaborate with actuarial, risk, finance and underwriting teams
• improve modelling processes, controls and reporting; support strategic initiatives around capital management, reinsurance, risk appetite and portfolio optimisation

Key requirements

• qualified actuary with insurance-sector experience in capital modelling or risk
• strong analytical and technical capabilities; solid understanding of capital models
• advanced modelling and data-analysis skills
• experience with Tyche advantageous
• clear communicator able to explain complex concepts to technical and non-technical audiences
• strong commercial awareness and effective workload management
• ability to present well-supported conclusions and recommendations

• effective communicator
• stakeholder management
• commercial awareness
• capital modelling
• internal model development
• risk management

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