Market Risk Capital Actuary/Quant

pmactuarial; London; On-site; GBP 50,000 - 90,000; Full time

Job summary

An established industry player in actuarial search is seeking a Market Risk Capital Actuary/Quant for a growing life insurer. This role involves contributing to market capital modelling and enhancing regulatory capital strategies with a focus on market and credit risk. Ideal candidates will possess exceptional quantitative and analytical skills, along with experience in statistics and financial economics. This position is perfect for those who are qualified or nearing qualification, offering a chance to make a significant impact in a dynamic environment. If you're ready to take your career to the next level, this opportunity is for you.

Qualifications

• Exceptional quantitative and analytical experience is essential.
• Specialisation in statistics and financial economics is preferred.

Responsibilities

• Contribute to market capital modelling for the Actuarial and Capital team.
• Recommend enhancements to the regulatory capital strategy.

Skills

Quantitative Analysis

Statistical Techniques

Financial Economics

Optimisation Techniques

Market Risk Assessment

Credit Risk Assessment

Education

Actuarial Qualification

Degree in Mathematics or Finance

Job description

pmactuarial specialise in Actuarial search within UK Life insurance. We have been asked to find a Market Risk Capital Actuary/Quant for a growing life insurer.

The purpose of the role is to contribute to the market capital modelling responsibilities for the Actuarial and Capital team. More in-depth you will be involved in the following activities:

1. Contribution and recommendation of enhancements and optimisations to the regulatory capital strategy, framework and assumptions with particular focus and specialisation on the market risk aspects.
2. Ensuring that the market risk approach is appropriate for use.
3. Ensuring that the credit risk approach is appropriate for use.

The role would suit someone with exceptional quantitative and analytical experience including specialisation in statistics, optimisation techniques and financial economics. Previous experience of market or credit risk would be advantageous either from an insurance or financial services context. The role could suit someone who is qualified or who is close to qualifying.

To apply, please submit a copy of your CV and I will call you back. For more information, please contact Phil Moore on 07470 960 691 or [e-mail].