Internal Capital Model Actuary: Risk Calibration

Clarence George; Greater London; On-site; GBP 65,000 - 100,000; Full time

Benefits offered by this job

Ownership of end-to-end processes

International exposure

Mentoring remote teams

Job summary

Clarence George is seeking an Internal Capital Model / Risk Calibration Actuary to join a leading Life Insurer. You will explore how macro-economic factors like interest rates affect balance sheets and lean toward asset-side investments.

The role involves owning end-to-end modelling processes, innovating risk calibration models, and collaborating with senior stakeholders across a global context.

Qualifications

• Strong statistical problem solving background preferred.
• Experience in risk modelling calibration is preferred but not essential.
• 2–6 years of experience recommended.
• Coding skills in VBA, R, Python, Matlab; build models from scratch.

Responsibilities

• Technical role focusing on group's Internal Capital Model and Market Risk Calibrations.
• Innovation and automation of sophisticated risk calibration model.
• Take ownership of modelling tools.
• Dig into statistical problems and discuss ideas with stakeholders.

Skills

Statistical problem solving

Risk modelling calibration

End-to-end ownership

Tools

VBA

R

Python

Matlab

Job description

Clarence George is seeking an Internal Capital Model / Risk Calibration Actuary to join a leading Life Insurer. You will explore how macro-economic factors like interest rates affect balance sheets and lean toward asset-side investments.

The role involves owning end-to-end modelling processes, innovating risk calibration models, and collaborating with senior stakeholders across a global context.