Reporting to the Head of Capital Modelling, you operate with high autonomy to deliver the full lifecycle of the capital model: from parameterisation and development to regulatory submission and reporting.

• Location: London
• Type: Permanent

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.
• Education: Minimum 2:1 degree in a highly quantitative field (Mathematics, Physics, Actuar...