Credit Risk Modelling Senior Manager

Orange Malone
£80-110k + bonus
03 Jan 2019
03 Feb 2019
Contract Type
Full Time

A large life company is looking for an experienced credit risk specialist to lead on elements of the Solvency II and Economic Capital technical advice, modelling and insight in relation to credit risk.  This will include both the credit asset exposure and liability side exposure via Matching Adjustment.

You will also be asked to manage the regular production of credit calibrations for use in reporting processes making certain appropriate controls are in place to ensure sound capital management. Other tasks include: diagnosis and explanation of calibration movements and drafting and maintenance of credit risk calibration documentation.

Ideally you'll have knowledge of market best practice statistical and risk modelling techniques and knowledge of portfolio credit modelling and single name credit models including structural models.

Apply for Credit Risk Modelling Senior Manager

Already uploaded your CV? Sign in to apply instantly


Upload from your computer

Or import from cloud storage

Your CV must be a .doc, .pdf, .docx, .rtf, and no bigger than 1MB

4000 characters left

Marketing Communication

We'd love to send you information about Jobs and Services from by email.

All emails will contain a link in the footer to enable you to unsubscribe at any time.

When you apply for a job we will send your application to the named recruiter, who may contact you. By applying for a job listed on you agree to our terms and conditions and privacy policy. You should never be required to provide bank account details. If you are, please email us.

Similar jobs

Similar jobs