Capital Modeller

Location
London (Central), London (Greater)
Salary
Circa £100,000-£110,000 plus benefits
Posted
28 Jul 2017
Closes
28 Aug 2017
Ref
ZB000707GP
Contract Type
Permanent
Hours
Full Time

Global speciality insurance company seeking experienced Igloo Capital Modeller to join their team.

This is an exciting opportunity to work directly on the capital model, responsibilties include parameterisation of the Internal Model, LCR submissions, working with external stakeholders as well as on the Group Capital Model and Internal Model Validation Team. Furthermore you will be reporting directly to the Head of ERM. Ideally The candidate will have in-depth experience in an actuarial risk and capital modelling environment as well as excellent Igloo coding experience.