Lead Analyst - Legal Entity Capital Modelling and Production
AIG
- Location
- London
- Work model
- On-Site
- Level
- Senior
- H-1B history
- 2 approvals (FY2023)
- Posted
- Sep 8, 2026
Skills
About this role
Join us as a Lead Analyst, Legal Entity Capital Modelling and Production, to take your career to the next level with a global market leader. How you will create an impact Reporting to the Head of Legal Entity Capital Modeling and Production, you will support the production processes across Global Risk and the Capital Modeling and Analytics team including the Group Capital Model, two Solvency II approved Internal Models for both UK and Europe, other local legal entity models and support to Talbot models as appropriate. The Legal Entity capital models for UK and Europe are used in assessment of Capital Adequacy, Portfolio Management, Risk Management, Asset Management and Reinsurance Management and have approval under Solvency II from their respective regulators. In addition, the team maintains other legal entity capital models, currently Canada and Bermuda models, which support local legal entity risk management and Own Risk and Solvency reporting (ORSA) requirements. Production processes consist of supporting regular updates of all models, including collection of inputs, quality assurance, implementing controls and validation tests, production of results, analysis of change and assisting with presentations. Furthermore, production includes review and optimization of processes via the creation of new tools and automation as required. Some of the key responsibilities include: Produce and present model output and changes for key projects to business stakeholders. Support business partners with use requitements: Risk Officers with updates to Risk Reporting, Risk Appetite monitoring, Stress Testing, ORSA Capital Management for Overall Capital Assessments Reinsurance Officers for Reinsurance Adequacy Market Risk Officers for analytics on the Investment Portfolio Support the production of quarterly Internal Model baselines for Group, UK, Europe, Canada and Bermuda legal entities for presentation committees or regulators as appropriate. Support initiatives to integrate production processes across AIG’s Capital Models (including Group and Talbot where appropriate) to achieve a unified annual run calendar, and common working practices and quality assurance leading to greater resilience. Keep both the Internal Model and Standard Formula up to date with Regulatory Changes, changes in the company’s risk profile and changes in external environment. Update logs, reports, testing and documentation such as the Technical Issues log, Expert Judgement Log, Sensitivity Testing Report and Model documentation. What you'll need to succeed MSc in a quantitative field, Qualified Actuary or equivalent 5+ years of experience in capital modeling for a General Insurance company Experience in actuarial pricing or reserving is beneficial. Experience in the regulation of Solvency II in relation to Internal Models and good background knowledge of other related regulatory regimes. Able to work with senior business partners and Risk Officers, and present model outputs to internal and external stakeholders Ability to manage multiple priorities and work effectively in a global team environment Strong analytical, problem-solving, and critical-thinking skills. Strong quality control and review skills both qualitative and quantitative Understanding of risk management tools and risk quantification techniques for all risk areas Ability to communicate technical concepts to non-technical audiences Experience with capital modeling packages, in particular Igloo, and programming languages such as Python, R, Matlab and VBA would be beneficial #LI-AIG At AIG, we value in-person collaboration as a vital part of our culture, which is why we ask our team members to be primarily in the office. This approach helps us work together effectively and create a supportive, connected environment for our team and clients alike. Enjoy benefits that take care of what matters At AIG, our people are our greatest asset. We know how important it is to protect and