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Assistant Manager - Life - Capital/Risk Modelling

Employer
Oliver James
Location
England, London, City of London
Salary
Negotiable
Closing date
21 Sep 2024
Reference
JOB-072024-254386

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Sector
Life insurance
Contract Type
Permanent
Hours
Full Time
Experience/Function
Nearly qual (11+ exams), Part qual (1-10 exams)
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Job Details


Assistant Manager - Capital Modelling | Risk Modelling

A prestigious client in the Insurance sector is seeking a qualified candidate for the position of Assistant Manager in the Group Finance function. The role will be focused on supporting the setting, monitoring, management and optimisation of economic capital across the Group.



Role & Responsibilities:

  • Group-wide Economic Capital modelling methodology standards;
  • Market and insurance risk modelling methodology and assumptions;
  • Providing expertise and oversight for business unit risk and correlation methodology and assumptions and other economic capital modelling topics; and
  • Monitoring the Group's capital structure and highlighting issues or opportunities.
    • Wider Accountabilities:

    • Market Risk Calibrations: Performing a key role in the annual review and model development of market risk calibrations
    • Acting generally as a subject matter expert on market risk and economic capital modelling (including results analysis) to support stakeholders across the Group
    • Modelling Tools: Ownership of a subset of the modelling tools used across the team

    Key Skilled Required

  • Understanding of local statutory capital reporting in the jurisdictions in which the Group in order to model the Group capital impact of potential transactions.
  • Experience or strong interest in using and developing VBA, Matlab, R or Python
  • Strong statistical/mathematical background
  • Market risk calibration and modelling experience/knowledge is preferred

    • If this role is of interest to you and you'd like to hear more, please contact: Maxwell.field@oliverjames.com


    Company

    They have a global team of specialist and established consultants across the UK, Europe and Asia, giving them unparalleled knowledge of their market place. We place on a contract and a permanent basis, in roles ranging from Student Actuary to Chief Actuary.

    Company info
    Website
    Telephone
    +44 (0) 207-649-9464
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