Credit Risk Modelling Manager

Location
London (Central)
Salary
Excellent Package - Dependant on experience
Posted
01 Oct 2018
Closes
01 Nov 2018
Ref
FRG/604
Contract Type
Permanent
Hours
Full Time

We are working closely with a FTSE 100 Insurer, who is on the lookout for a first-class Credit Risk Modelling Manager to join its London-based Risk team.

This is a very high profile Group role with lots of interaction with the senior management. It is a growing team in the most dynamic part of the business and there are lots of direct investment and asset class proposals.

Credit is their largest risk and you will be responsible for the on-going development and support of credit risk models. The scope covers both asset side credit risk models and liability side models. You would also get involved in market risk modelling if you wish.

You will be an experienced quantitative professional with a qualification in one of the following (FIA, FRM, CAIA, CISI or CFA) or alternatively a PHD /MSc in a quantitative subject. The ideal background would be Insurance but they are open to other sectors such as Banking, Ratings Agency, Commodities, etc. You will have strong programming skills (R and VBA preferred).

As part of a leading Life Insurer, you will benefit from a strong compensation package and the possibility to work from home one or two days / week.

Please contact Ioana Pribac on 0203 017 5121 or e-mail i.pribac@financialresourcinggroup.com to find out more.

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