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About the Role

This role offers an experienced capital modelling actuary the chance to transition from a traditional internal modelling position to a client-facing capital solutions advisory role within Willis Re’s Capital Solutions & Advisory division. You will leverage your capital modelling expertise to advise a diverse range of clients, including insurers, reinsurers, Lloyd’s syndicates, and investors, on capital advisory and the creation of new capital solutions to support informed decision-making regarding capital, risk appetite, and risk transfer.

Responsibilities

Build, parameterise, and run stochastic capital models for insurers, reinsurers, Lloyd’s syndicates, and investors, supporting capital management, business planning, and strategic decision-making.
Design and evaluate capital solutions, including reinsurance, retrocession, third-party capital, and alternative reinsurance structures such as sidecars, collateralised reinsurance, insurance-linked securities, and structured covers.
Parameterise key risk categories within capital models, including insurance (premium and catastrophe), reserve, market, and credit risk, along with appropriate dependency structures.
Calculate one-year, ultimate, and multi-year capital requirements, and assess the impact of alternative business plans and risk-transfer strategies on required and available capital.
Calculate and interpret return metrics such as return on investment (ROI), return on capital (ROC), and risk-adjusted return on risk-adjusted capital (RORAC) to inform structure selection and capital allocation.
Simulate the distribution of profit and loss to support risk appetite setting, earnings volatility analysis, capital allocation, and the evaluation of reinsurance and capital options.
Perform scenario and stress testing, including Realistic Disaster Scenarios (RDS), to assess resilience and validate model outputs.
Advise clients on capital requirements and capital adequacy under Lloyd’s, Solvency II, and BCAR frameworks, and on the treatment of risk transfer within rating agency capital assessments.
Support clients with rating agency engagement, analysing the impact of capital and reinsurance strategies on rating agency capital adequacy and ratings outcomes.
Present complex capital analysis clearly and persuasively to senior client stakeholders, including CFOs, CROs, chief actuaries, boards, and investors.
Partner closely with brokers, catastrophe modellers, capital markets specialists, and analytics colleagues to develop compelling capital narratives that support placements and client strategy.
Build strong rapport with clients through regular, senior-level engagement, developing a deep understanding of their strategy, portfolios, capital position, and decision-making needs.
Contribute to the development of capital modelling tools, methodologies, and client-facing outputs, improving technical accuracy, workflow efficiency, and governance.
Contribute to RFP responses, new-business opportunities, thought leadership, and long-term client engagement strategies within capital solutions and advisory.

Requirements

Fully qualified actuary (FIA, FFA, FCAS or equivalent) with extensive years’ relevant experience in insurance, reinsurance, or advisory.
Immediate, current industry experience of capital management, including building, parameterising, and running capital models.
Strong experience parameterising insurance, reserve, market, and credit risk, including dependency modelling.
Experience calculating one-year, ultimate, and multi-year capital requirements for insurers and/or investors.
Experience calculating and interpreting return metrics, including ROI, ROC, and RORAC.
Experience of scenario analysis and stress testing, including Realistic Disaster Scenarios (RDS), and of simulating P&L distributions.
Sound understanding of how reinsurance, retrocession, third-party capital, and alternative reinsurance structures affect capital requirements and returns.
Strong knowledge of capital setting regimes, including Lloyd’s, Solvency II, and BCAR.
Strong knowledge of rating agency capital requirements and methodologies.
Demonstrated ability to explain complex actuarial and capital concepts clearly to senior stakeholders and non-technical audiences, and to challenge assumptions constructively.
Exceptional relationship-building and influencing skills, with the confidence to operate in a fast-paced, client-facing environment.
Ability to manage multiple complex projects and coordinate contributors across actuarial, broking, catastrophe-modelling, and capital markets teams.
Advanced Excel skills and proficiency in stochastic capital modelling tools.
Working knowledge of Python, R, or SQL is an advantage.
Knowledge of Igloo or similar stochastic capital modelling platforms is desirable.
Knowledge of running the Lloyd’s Standard Model for new syndicates is desirable.
Experience of running Solvency II Standard Formula capital requirement calculations is desirable.
Work with the highest ethical standards in handling client and WRe confidential information, handling modelling processes and outcomes with the highest professional standards.
Take ownership of assignments, whether internal and/or client-related, being reliable and transparent at all times.
Willing and able to go the extra mile to deliver outstanding client results in line with project/transaction success metrics.
Team-first attitude, work constructively with colleagues and client representatives in multi-disciplinary teams.
Seek personal and team improvement beyond what is required, propose and lead initiatives that enhance team performance and client value delivery.

Skills

Capital modelling
Client-facing advisory
Reinsurance
Retrocession
Third-party capital
Alternative reinsurance structures
Insurance risk modelling
Reserve risk modelling
Market risk modelling
Credit risk modelling
Dependency modelling
Capital requirements calculation
Return metrics calculation (ROI, ROC, RORAC)
Scenario analysis
Stress testing (RDS)
P&L distribution simulation
Lloyd's framework
Solvency II framework
BCAR framework
Rating agency capital requirements
Communication
Relationship building
Influencing
Project management
Advanced Excel
Stochastic capital modelling tools
Python
R
SQL
Igloo
Lloyd’s Standard Model
Solvency II Standard Formula

Location

Remote

Work Type

Full-time

Experience Level

Experienced

Education Level

Fully qualified actuary (FIA, FFA, FCAS or equivalent)

About the Company

Willis Re combines specialist broking with analytics, modeling, and research to help insurers optimize risk transfer, strengthen balance sheets, and achieve sustainable growth.
Our approach is relationship-driven, transparent, and outcome-focused.
At the heart of Willis Re is a focus on delivering the most cutting-edge analytical solutions to enable more informed, better decision-making for risk selection, portfolio optimization, and capital management.
The launch of Willis Re brings a strategic advantage of being unhindered by legacy, an ability to leverage data, statistical models, and advanced technologies with the best knowledge and expertise to deliver more efficient and effective reinsurance outcomes.
This places Willis Re in a unique position to build a truly analytically driven business, focused on creating solutions for the reinsurance industry that are future led and forward thinking.
Willis Re will also leverage recognized technical expertise from WTW’s Insurance Consulting & Technology business including their advanced modeling and analytical capabilities.
Alongside this will be WTW’s Research Network, an award-winning business supporting and influencing science to improve the understanding and quantification of risk.

Equal Opportunity

Willis Re is committed to embracing a diverse, inclusive, and flexible work environment.
We provide equal opportunity to all qualified individuals regardless of race, colour, religion, age, gender, gender expression, national origin, veteran status, disability, orientation, or any other legally protected categories.
If you have a need that requires accommodation, please email us at talentacquisition@willisre.com.