Capital Modelling Actuarial Analyst

MS Amlin; City of London; On-site; GBP 45,000 - 60,000; Full time

Job summary

A leading financial services company is seeking a Capital Modelling Actuarial Analyst to develop quantitative and actuarial analyses. The role involves running the Economic Scenario Generator, analyzing asset portfolios, and supporting strategic planning with capital insights. Candidates should have a strong mathematical background, preferably with experience in modelling and SQL. Benefits include a collaborative environment and flexible working options.

Benefits

Competitive salary

Flexible working options

Ongoing learning and development opportunities

Employer-supported volunteering opportunities

Qualifications

• Strong analytical skills with a mathematical background.
• Ability to adapt to new situations and contribute to technical discussions.
• Prior experience in modelling is ideal.

Responsibilities

• Run and maintain the Economic Scenario Generator (ESG).
• Analyze asset portfolio for risk alignment.
• Review and validate reinsurance structures for capital efficiencies.
• Support annual strategic planning with capital modeling insights.

Skills

Quantitative analysis

Actuarial analysis

Problem-solving skills

SQL

Education

2:1 degree or higher in a mathematical subject

Tools

Tyche

SQL database management systems

Job description

Capital Modelling Actuarial Analyst page is loaded## Capital Modelling Actuarial Analystlocations: Londontime type: Full timeposted on: Posted 8 Days Agotime left to apply: End Date: March 17, 2026 (30+ days left to apply)job requisition id: RQ12716**Capital Modelling Actuarial Analyst**We’re looking for someone interested in quantitative/actuarial analysis and investment instruments. You will have the opportunity to develop experience with industry established risk engines and develop market risk modelling within a Solvency II approved Internal Model.**About The Job****What you’ll spend your time doing:** This role sits within the Capital Management team and supports MSIG Europe’s Internal Model and Standard Formula Solvency Capital Requirements (SCR).Key responsibilities include:* Running and maintaining the Economic Scenario Generator (ESG), ensuring it is accurately calibrated and fully integrated into the Internal Model for both regulatory and internal reporting purposes.* Analysing the asset portfolio of MSIG Europe to ensure alignment with the company’s risk appetite, while also assessing valuation and performance of those assets.* Reviewing and validating reinsurance structures to identify potential capital efficiencies, and carrying out sensitivity and stress testing.* Supporting the annual strategic planning process by providing capital modelling insights for setting next year’s financial targets, including Loss Ratio and Return on Capital analysis.* Leading or contributing to deep-dive reviews to enhance capital efficiency across different risk types within both the Internal Model or Standard Formula.* Assisting with various annual reporting deliverables, including Profit and Loss, and SCR reports.* Gaining exposure to both Internal Model and Standard Formula reporting frameworks.The role is varied and will require adaptability, strong problem-solving skills, and the ability to tailor existing processes to new situations. You will also need to stay up to date with developments in capital modelling, ESG methodologies.Additionally, MSIG Europe plans to submit an Internal Model application to the National Bank of Belgium, offering a unique opportunity for professional growth and a steep learning curve.**You’re going to enjoy this job if you also…*** Enjoy working with a range of stakeholders across the business* Thrive in a technical environment and like contributing to technical discussions**What you’ll need:**For this role there are some important qualifications and experience we need you to have. These include:* A 2:1 university degree or higher in a subject with mathematical content* Ideally, some prior experience in modelling* Experience using Tyche and SQL database management systems would be an advantage**What you can expect from us:**Of course, you’ll receive a competitive salary and benefits package, but we also offer:* A supportive and collaborative team environment* An open mind (especially to new ideas and ways of doing things)* An environment where autonomy is given and expected* A strong commitment to diversity, inclusion, and equal opportunities* Access to wellbeing and mental health support programmes* Employer-supported volunteering opportunities (ESV)* Flexible working options* Ongoing learning and development opportunities* Structured career development pathways