Lead Analyst - Quantitative & Risk Analytics 4C

Overview

Lead delivery of a Solvency II capital regime process for a large global insurance company, overseeing a team of Consultants and Senior Consultants to ensure high-quality execution, review and governance of regulatory reporting.

What you'll do

• Review and validate quarterly Solvency II capital calculations prepared by the team.
• Oversee execution of SCR calculations across market, credit, underwriting and operational risk.
• Assess reasonableness of capital movements and drivers across reporting periods.
• Review LAC DT, aggregation logic and consolidation outputs for accuracy and consistency.
• Oversee preparation and quality review of capital-related QRTs and internal management reporting.
• Coordinate responses to regulator, auditor and internal risk function queries on capital matters.
• Ensure effective implementation of control frameworks, including independent checks and formal sign-off.
• Oversee data quality monitoring, exception management and remediation tracking.
• Manage UAT, change management and impact assessment for model or methodology updates.
• Identify data quality issues, calculation anomalies or model outputs requiring escalation.
• Act as the primary operational liaison between junior team members and senior leadership.

What you'll need

• Bachelor's or master's degree in Actuarial Science, Finance, Economics, or related fields.
• Demonstrated experience in service delivery, guiding junior staff, and working with cross-functional teams.
• Language: English (Required), Upper Intermediate - B2.

Nice to have

• Professional certifications such as Actuary, FRM, CFA or MBA (not mandatory but strongly valued).
• Experience in Solvency II Directive and Delegated Acts, SCR calculations and regulatory submissions.
• Experience in Risk & Compliance.
• Experience in Capital Modelling & Cashflow Mechanics: strong understanding of stochastic and deterministic cashflow generation across assets and liabilities, including projection logic, discounting frameworks, and linkage to BEL, Risk Margin, and SCR calculation under Solvency II.
• Ability to articulate how market, credit, lapse, mortality, and expense shocks propagate through valuation models and impact SCR, Own Funds, diversification effects, and solvency ratios.
• Theoretical/working knowledge of full revaluation vs sensitivity-based approaches, nested simulations, proxy models, Monte Carlo methodologies, and aggregation/correlation structures within Internal Model and Standard Formula frameworks.
• Ability to assess and improve regulatory processes across the organization.
• Proficient in preparing process narratives and high-quality working papers.
• Strong analytical abilities with the capability to interpret complex evidence and identify root causes.
• Excellent written and verbal communication, including report writing and issue drafting.
• Ability to work on multiple assignments simultaneously and manage deadlines in a global delivery model.
• Proficiency in MS Office (Excel, Word, PowerPoint), and familiarity with reporting tools (PowerBI etc.), GRC tools, regulatory reporting platforms (Wolters Kluwers, Axiom etc.) or workflow systems.

Details

• Location: Gurgaon, India (Infospace IT Park, Tower 4, Jharsa).
• Job type: Regular; work mode: Office work; shift: Flex Time (India).