Senior Capital Manager - Quant Modelling | Insurance
📍 London (3 days in office)
🆕 Newly created role | High impact | Technical ownership
Looking to step into a high-autonomy, high-impact modelling role? A major insurer is strengthening its Capital team and hiring a Senior Capital Manager to own key areas of internal model development - with a strong focus on credit risk, programming, and quant modelling.
You'll report to a highly experienced and approachable Head of Capital and work alongside a small, senior team.
What you'll be doing:
Own and enhance capital models - especially credit, market & operational risk
Design, build and refine methodologies in Python (R/Matlab also considered)
Collaborate with investments and wider teams to stress-test models & assumptions
Manage model maintenance cycles and handle model-user queries
Stay hands-on with the code - this is not a BAU oversight role
What you bring:
Deep quant or actuarial modelling experience (insurance or consulting)
- Experience of methodology and development, rather thatn oversight.
Strong technical coding skills - Python preferred, (R/Matlab considered)
Experience with internal models, risk modelling, or capital frameworks (Solvency UK)
Able to translate complex model output into commercial insight
Actuarial qualification not required - strong technical skills are a must
Experience with credit risk models a big plus
