Financial Risk Modeller - Life Reinsurance

3 days left

Location
Midlands
Salary
£ dependent upon experience
Posted
18 Jul 2018
Closes
18 Aug 2018
Ref
Star4798
Contract Type
Permanent
Hours
Full Time

Our client is seeking a part-qualified or qualified life actuary with experience of financial modelling or coding to develop risk modelling tools and documentation, leading the co-ordination of development and use of risk models between Risk Management, Actuarial and Investment oversight functions.

In this key role, you will develop and code the model for any research and development requirements of the internal model in the design phase and then through the internal model change process once model approval has been granted by the regulator.

Owning the folder structure and access rights to the model, you will embed industry best practices on model coding and development whilst driving processes for performing and checking of analysis to minimise errors in results produced from the models.

In addition, you will build and document new tools as needed by the function in Matlab, excel or R and ensure they follow the company control process.

Coding knowledge that can be applied to risk models is essential whilst experience with statistical software such as  Matlab and R is desirable.

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

E: peter.baker@staractuarial.com

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