Quantitative Risk Modelling Actuary
An Independent Pensions & Investment Consultancy are seeking a Quantitative Actuarial Modeller for their Risk Modelling and Consulting practice in London. Working closely with: actuaries, domain experts, software developers and the wider business the role will involve;
- Stochastic Modelling (implementing, exploring, calibrating, testing etc.)
- Development of Pension Scheme Liability Models and their integration with asset and risk models
- Pro-active consultation with key stakeholders across actuarial, investment & longevity
- Ad-hoc client projects
Suitable candidates will have a solid quantitative actuarial background in stochastic risk, actuarial or investment modelling. An understanding of economic scenario modelling and experience in Mo.NET or R would be beneficial.