Market Risk Actuary
A fast growing and entrepreneurial Insurer / Investment firm have an opening for a Market Risk Actuary in central London.
This is a newly created 1st line position within the CFO function. The role will assist in Market Risk, Credit Risk, Hedging; Asset Valuation; Analysis & Reporting.
You will assist in the operation and development of the market and asset assumption generation, including yield curve / inflation indexation curves. You will also assist the delivery of accurate and timely metrics to support the interest rate and inflation hedging programme.
The firm have an approved Internal Model and a risk modelling framework around it. The role is to maintain the models, defend against frequent (internal/external) challenge, revalidate, optimise, refine, develop, communicate. Optimisation could involve anything from tweaking parameters to remove a pad, to a full rebuild where justified. It is also likely that new components need to be built from scratch periodically (e.g. Equity Release Mortgages) so this will certainly be part of the role but not the majority of it.
They are looking for a quantitative professional with knowledge of Solvency II regulations and experience of developing, documenting and maintaining an Internal Model.
This is a truly exceptional career opportunity so please apply online now for immediate consideration. I would also be happy to have an informal conversation if you would like to find out more.
Senior Consultant - Insurance & Investment
0203 017 5121