Our client has a fantastic career opportunity for a qualified life actuary with experience of developing market risk models for risk capital models to maintain and develop market risk calibrations supporting the Group Internal Model.
You will manage a team to produce the market risk stress assumptions for the SCR reporting and maintain the software producing these stresses.
You will also lead Internal Model market risk methodology changes in the delivery of major model change applications and other key projects across the Group by acting as the Internal Model SME for market risk.
In addition, you will educate the business, and appropriate governance committees, on Solvency II market risk methodologies and the Internal Model.
With Solvency II experience, the successful candidate will possess coding experience in statistical software packages, for example R, Python & Matlab.
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