Manager - Internal Capital Model / 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 working on an Internal Capital Model / Risk Calibration Actuary opportunity with a leading Life Insurer.

This is a fantastic role for the intellectually curious to understand how macro-economic factors such as interest rates can have an impact on a global company's balance sheet. You will have an interest in investment and lean more towards the asset side.

The role:

• 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, discuss ideas and make your voice heard

The candidate:

• Ideal candidate has an innovative mindset and enjoys complex statistical problem solving
• Experience in risk modelling calibration and statistical background preferred but not essential
• Ideal range of experience is 2-6 years
• Coding skills in packages such as VBA, R, Python, Matlab. You will be able to build models from scratch
• Open to a variety of experience levels, backgrounds, and qualifications but insurance experience is preferable

Unique Selling Points:

• Rare opportunity to take full ownership of end-to-end processes
• International exposure and expectation to take on mentoring of remote teams
• You will get exposure to senior stakeholders and C-suite individuals while being surrounded by ahighly innovative team of Actuaries, PhDs and MScs