Manager - Actuarial Risk Modelling

Oliver James Group; City Of London; Sur place; GBP 90 000 - 120 000; Plein temps

Résumé du poste

Oliver James Group is recruiting a recently qualified Life Actuary to join our Group Risk Modelling team in London. You will work closely with senior leadership on IFRS 17 liquidity premium calibration, capital and economic risk modelling, and Solvency II related projects.

Ideal candidates have a strong modelling background with experience in stochastic modelling, model validation, and development. APAC exposure is a plus, and the role offers an opportunity to deepen technical expertise within a

Qualifications

• Recently qualified Life Actuary or close to qualification with a strong technical modelling background.
• Experience in capital or risk modelling is preferred.
• Knowledge of Solvency II and SCR is advantageous.
• Experience with IFRS 17 modelling and balance sheet modelling is desirable.

Responsabilités

• Work with senior actuarial leadership on technical modelling activities across IFRS 17 liquidity premium calibration and capital/market risk modelling.
• Develop, calibrate and validate models; contribute to model development and methodology.
• Support Solvency II and balance sheet modelling in a global context including APAC operations.
• Provide technical guidance to an international actuarial team and communicate complex methods clearly.

Connaissances

Capital Modelling

Risk Modelling

Stochastic Modelling

Model Calibration

Model Development

Outils

R

MATLAB

VBA

Python

Excel

Description du poste

A leading international life insurer is looking for a recently qualified Life Actuary to join its Group Risk Modelling team.

This is a highly technical opportunity for someone looking to build their career across capital, risk and actuarial modelling, with genuine scope to develop and take ownership.

The Role

You will work closely with senior actuarial leadership across a range of technical modelling activity, including:

• IFRS 17 liquidity premium modelling and calibration
• Capital and economic risk modelling
• Market and credit risk modelling
• Stochastic modelling and calibration
• Model development, methodology and validation
• Solvency II and balance sheet modelling
• Technical modelling projects across the Group
• Supporting the organisation's growing APAC operations
• Working with and providing technical guidance to an international actuarial team

About You

We are looking for a recently qualified Life Actuary, or someone close to qualification, with a strong technical modelling background.

Ideally, you will have experience across areas such as:

• Capital or risk modelling
• Solvency II / SCR
• Stochastic modelling
• Market or credit risk
• Model development and calibration
• R, MATLAB, VBA, Python, Excel or similar

Most importantly, you will enjoy getting into the detail of how models work and be comfortable developing, challenging and explaining technical methodology.

APAC experience is useful but not essential. The ability to learn new technical and regulatory requirements is more important.

Why This Role?

This is a great opportunity to develop quickly within a technically demanding environment, working closely with senior actuarial leadership and gaining international exposure through the growing APAC agenda.

You’ll have the opportunity to build expertise across capital, risk, IFRS 17 and stochastic modelling while taking genuine ownership of technical work.

If you’re a recently qualified actuary looking for a more technical modelling-focused next step, I'd be keen to speak with you and share more about the role.

Desired Skills and Experience

• Capital Modelling
• Risk Modelling
• Economic Capital
• Solvency II
• SCR
• IFRS 17
• Stochastic Modelling
• Market Risk
• Credit Risk
• Actuarial Modelling
• Model Calibration
• Model Development
• R
• MATLAB
• VBA
• Python
• Excel