Risk Modelling Actuary
Nearly or newly qualified actuary (or equivalent level of experience in a related field) with exceptional technical skills to help continue the development of the risk models and simulation engine (the Risk Scenario Generator) within my clients internal capital model.
The candidate should have a good knowledge of financial modelling statistics and be capable of independently implementing models in Excel/VBA and ideally Matlab as well as excellent communication skills. Any knowledge of capital modelling methods for Solvency II would also be highly desirable.
The role offers the opportunity to combine coding with the next-level activity of defining methodology, specifying requirements and leading design. It offers the opportunity to build lead the implementation of simulation models and techniques.