With a passion for pricing, this is a fantastic career opportunity for a part-qualified life actuary to join a major insurer, designing and testing a new Lifetime Mortgage (LTM) valuation platform.
In this key role, you will be responsible for the production of valuations for: securitised assets; asset stressing; and proxy modelling assets/liabilities for capital calculations, deriving investment portfolio metrics and producing the Standard Formula capital requirement.
You will also ensure that appropriate governance and risk mitigation is in place by evaluating and implementing strong data quality controls.
With strong data sourcing, asset pricing and valuation knowledge, the successful candidate will possess dgneral knowledge of a wide range of asset classes covering Credit Fixed Income, Rates and Interest Rate Fixed Income, ABS, Equities and Property.
In addition, you will have experience and an understanding of economic capital calculation in a Solvency II context.
An excellent career development role.
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.
Jan Sparks FIA, Partner
M: +44 (0)7477 757151