Are you a part-qualified life actuary with a keen interest in capital markets and risk modelling?
Then this is a fantastic opportunity to shape your career within a major global consultancy and where you will be granted personal independence and where you will be empowered to make a valuable and valued contribution to the business.
With good knowledge of the life insurance industry and asset markets, you will have the ability to apply your technical knowledge in practical and commercial situations.
You will also possess demonstrable experience in either proxy modelling, risk modelling or Solvency II/economic capital modelling, in particular credit risk and matching adjustment.
In this key role, you will be involved in the more technical aspects of actuarial and banking work including proxy modelling, risk modelling and stochastic economic scenario modelling, utilising your high level of quantitative skills to solve new and challenging problems on behalf of a range of clients.
You will developing solutions for capital models such as proxy modelling, risk calibrations, matching adjustment and dynamic volatility adjustment.
In addition, you will review risk calibrations and proxy modelling approaches against market practice, in particular for illiquid assets such as commercial mortgages and infrastructure assets.
A fantastic opportunity to develop your career within a supportive culture of distinctive thinking, deep expertise and collaborative working.
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.
Louis Manson, Managing Director
M : +44 (0)7595 023 983
T : +44 (0)20 7868 1900
E : firstname.lastname@example.org