Capital Modelling Analyst

Capital Modelling Analyst

What you’ll spend your time doing:

The purpose of this role is to provide capital modelling support to the MS AISE Capital & Performance Modelling (CPM) team. The role will be varied and require support across a number of capital modelling workstreams.

Currently, MS AISE uses the Standard Formula for regulatory capital setting. One of the main focus of the CPM team is on gaining Internal Model approval with the National Bank of Belgium (NBB). This will involve supporting model use in managing the inflow of business requests, working towards resolving a number of outstanding validation actions, and helping to deliver larger projects such as regulatory capital submissions.

The role will include working in a team and carrying out regular reviews of the parameters feeding into the Internal Model, including parameterisation of risk types. Additionally, the role will include updating the model code in line with market practice.

Furthermore, the role will assist in preparing for, running the model, and feeding into the UK branch application to the PRA.

The role will also include organising and preparing for quarterly governance committees.

You’re going to enjoy this job if you also…

• Enjoy designing, building, and changing complex models
• Enjoy working within a strong technical team and being part of technical discussions

What you’ll need:

• 2:1 or above in a university degree with some mathematical content.
• Ideally, the jobholder will have some modelling experience.
• Previous use of Tyche and SQL Database management systems would be advantageous.

What you can expect from us:

A competitive salary and benefits package is a given, but you can also expect:

• A great team and supportive colleagues
• An open mind (especially to new ideas and ways of doing things)
• A strong focus on diversity, inclusion, and equal opportunities
• A programme of wellbeing and mental health support
• Employer-supported volunteering (ESV)
• Flexible working
• Support with progression in Actuarial Exams
• Continuous learning
• Structured career development

About Us

We know that to achieve our Vision of being the global reference point for quality in our markets, it is our people who will make the big difference.

For more information, you can email us at careers@msamlin.com