A very prestigious life insurer are looking to hire a Market Capital Actuary to contribute to the market capital modelling responsibilities for the Actuarial and Capital Team.
This role will have a heavy focus on ensuring that the Internal Model and other models provide the capital and ALM teams with a framework that supports their needs. This would suit an ambitious actuary who enjoys a varied and complex role. You would have a lot of internal mobility.
There would also be a large focus on credit risk and stress instruments. You will ideally have some interest in the credit domain.
You will ideally have a good understanding of matching adjustment as well as an intermediate knowledge of programming language (R, Python or Matlab).
0207 019 8869