Are you a qualified life actuary with a keen interest in developing market risk models for risk capital models?
Then this is an exciting opportunity to join a leading-edge firm where you will maintain and develop market risk calibrations supporting the Group Internal Model.
Managing a team through well-honed interpersonal skills, you will produce market risk stress assumptions for the SCR reporting while maintaining the software producing these stresses.
A SME for market risk, 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.
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.
Take the next step on your career within a market-leading firm.
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