Market Risk Actuary

Location
City of London
Salary
£60000 - £90000 per annum + excellent benefits
Posted
28 Nov 2017
Closes
28 Dec 2017
Ref
FRG/670-1
Contract Type
Permanent
Hours
Full Time

A fast growing and entrepreneurial Insurer / Investment firm have an opening for a Market Risk Actuary in central London.

This is a newly created 1st line position within the CFO function. The role will assist in Market Risk, Credit Risk, Hedging; Asset Valuation; Analysis & Reporting.

You will assist in the operation and development of the market and asset assumption generation, including yield curve / inflation indexation curves. You will also assist the delivery of accurate and timely metrics to support the interest rate and inflation hedging programme.

The firm have an approved Internal Model and a risk modelling framework around it. The role is to maintain the models, defend against frequent (internal/external) challenge, revalidate, optimise, refine, develop, communicate. Optimisation could involve anything from tweaking parameters to remove a pad, to a full rebuild where justified. It is also likely that new components need to be built from scratch periodically (e.g. Equity Release Mortgages) so this will certainly be part of the role but not the majority of it.

They are looking for a quantitative professional with knowledge of Solvency II regulations and experience of developing, documenting and maintaining an Internal Model.

This is a truly exceptional career opportunity so please apply online now for immediate consideration. I would also be happy to have an informal conversation if you would like to find out more.

Ioana Pribac

Senior Consultant - Insurance & Investment

0203 017 5121

i.pribac@financialresourcinggroup.com

Apply for Market Risk Actuary

Already uploaded your CV? Sign in to apply instantly

Apply

Upload from your computer

Or import from cloud storage

Your CV must be a .doc, .pdf, .docx, .rtf, and no bigger than 1MB


4000 characters left


By applying for a job listed on TheActuaryJobs.com you agree to our terms and conditions and privacy policy. You should never be required to provide bank account details. If you are, please email us.