Leading global consultancy is seeking a part-qualified (or qualified) life actuary with good knowledge of asset markets to develop solutions for capital models such as proxy modelling, risk calibrations, matching adjustment and dynamic volatility adjustment.
In this exciting career development opportunity, you will review risk calibrations and proxy modelling approaches against market practice, in particular for illiquid assets such as commercial mortgages and infrastructure assets.
You will also design, implement and test risk & valuation models for major companies to help these companies comply with the latest financial regulations.
The successful candidate will possess demonstrable experience in either proxy modelling, risk modelling or Solvency II/economic capital modelling, in particular credit risk and matching adjustment.
Good modelling skills with advanced knowledge in one coding language also required.
Experience of modelling illiquid assets, for the base valuation and stress, is highly desirable.
An excellent career opportunity within a market leader.
Please contact us to discuss this vacancy or for an informal discussion regarding your career goals. We are very happy to perform bespoke research on your behalf.
Jo Frankham, Partner
M: +44 (0)7950 419115