pmactuarial specialise in Actuarial search within UK Life insurance. We have been asked to find a Market Risk Capital Actuary/Quant for a growing BPA provider.
The purpose of the role is to contribute to the market capital modelling responsibilities for the Actuarial and Capital team. More in-depth you will be involved in the following activities:
* Contribution and recommendation of enhancements and optimisations to the regulatory capital strategy, framework and assumptions with particular focus and specialisation on the market risk aspects
* Ensuring that the market risk approach is appropriate for use
* Ensuring that the credit risk approach is appropriate for use.
The role would suit someone with exceptional quantitative and analytical experience including specialisation in statistics, optimisation techniques and financial economics. Previous experience of market or credit risk would be advantageous either from an insurance or financial services context. The role could quit someone who is qualified or who is close to qualifying