Credit Risk Modelling Actuary
Fairbank Partners are currently assisting a leading UK life insurer, who are looking to hire a Qualified actuary to work within their Credit Risk team.
The purpose of this role is to manage the design and implementation of methodologies and tools to support and develop the credit risk models. Further key responsibilities include:
- Analysis of, and recommendations for the improvement of, existing models.
- Maintain, design and build models through the use of R, Excel and VBA.
- Communicate outcome of implemented improvements to stakeholders, and explain the evolution of credit risk modelling.
The ideal candidate will be a Qualified actuary with strong programming skills and experience in developing financial models. Previous experience working with market or credit risk calibrations is also required, and previous capital or asset modelling would be advantageous.
To discuss this role further, or to discuss your career options, please submit your CV or contact Jessica Clarke at Fairbank Partners on 0203 869 2000. Fairbank Partners has access to a wide range of actuarial jobs and acts as an employment agency.