Are you a qualified actuary with detailed knowledge of market credit and counterparty credit related risks? Do you want to thrive within a dynamic insurance Group? Do you relish the opportunity to lead the development and delivery of new major changes to the Solvency II internal Model approach for Market Credit Risk?
Then this is the perfect role for you.
Engaging with a wide range of areas across the business including Asset Management, Risk & Finance, you will identify, develop and implement methodology changes that improve the capital efficiency of the Group Internal Model.
You will also work with partners across the business to lead on the development and implementation of capital methodologies for new asset classes and investment strategies considered to be major model changes.
Alongside this, you will support the credit risk roadmap by identifying and proposing future methodology developments that improve the capital efficiency and risk recognition for the Internal Model.
With detailed knowledge of SII requirements and Internal Model methodologies, the successful candidate will have a good understanding of insurance and investment risk, capital management and capital modelling.
A fantastic opportunity to bring value to 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