Capital Modeling Risk Analyst - Model Development
Join us as a Capital Modelling Risk Analyst to take your career to the next level with an international market leader.
How you will create an impact
Reporting to the Head of Group Capital Modeling and Model Development you will work in the Capital Modelling and Risk Analytics Team. You will support the development, testing, and documentation of the AIG Group Economic Capital model used for capital, risk management and portfolio management at a firm-wide level. You will also support the model development for AIG’s Legal Entity Economic Capital Models including European and UK Solvency II Approved Internal Models, Talbot, Canada, Japan, AIRCO (Bermuda) as well as other models where required.
Some of the key responsibilities include:
- Implementation and testing of a new model build for both AIG’s Group and Legal Entity Economic Capital Models. Includes also assessing the strengths and weaknesses of alternate methodologies.
- Supporting wider advanced uses of AIG’s Group Economic Capital Models and ad-hoc business uses including for Portfolio Management, Risk Aggregation, Capital Management, Reinsurance, Risk Management and Asset Management.
- Writing and updating model documentation and testing output of the model presenting this to the development team management.
- Ensure logs, reports and other deliverables are maintained and available for use/review by both internal and external parties.
What you'll need to succeed
- Postgraduate degree in Mathematics or Statistics or an Actuarial...
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