Our client is seeking a qualified life actuary with knowledge of internal Model design, governance and validation to assist the development and maintenance of the methodology for the Internal Model.
In this key role, you will lead and support aspects of the internal model change programme as necessary, performing regular recalibrations and reviewing the appropriateness of methodology.
You will also deliver modelling and analysis on new initiatives including capital optimisation, introduction of new asset classes, transactions etc.
In addition, you will produce high quality analysis and accurate output for risk analysis, capital projections, risk concentration limits, etc. while managing responses to and resolving findings from independent validation activities.
Experience with statistical software such as Matlab and R desirable, as is experience of financial modelling or coding and development.
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.
Peter Baker, Partner
M: +44 7860 602 586