Capital Modelling Analyst
AIG · London, England, GB
Make your mark in the Risk Function at Talbot Talbot operates within the Lloyd's Insurance Market through Syndicate 1183, Syndicate 2019, Syndicate 2478 and...
Job description
Make your mark in the Risk Function at Talbot Talbot operates within the Lloyd's Insurance Market through Syndicate 1183, Syndicate 2019, Syndicate 2478 and Syndicate 2479. Part of AIG since 2018, Talbot is committed to working with brokers and clients to deliver industry leading solutions Capital Modelling is team responsible for maintaining the Talbot internal model to enable an efficient and timely delivery of the assessment, aggregation and reporting of all quantifiable risks in order to inform decision making as well as to meet regulatory requirements. How you will create an impact Delivery of the Solvency UK/Lloyd’s regulatory capital reporting requirements. This includes, but is not limited to, the SCR submissions to Lloyd’s (i.e. LCR forms and all other associated returns), application of the Internal Model Change Policy for model updates and the production of the annual PRA Internal Model Output (“IMO”) submissions to Lloyd’s. Collaboration with teams across the syndicate to ensure the Internal Model adequately reflects the latest view of the syndicate risk profile and to contribute to the validation of the Internal Model. Assist with the Internal Model use within the busi...