Market Risk Capital Actuary/Quant

pmactuarial; London; On-site; GBP 50,000 - 80,000; Full time

Job summary

A leading company specializing in actuarial search seeks a Market Risk Capital Actuary/Quant to enhance regulatory capital strategies. The ideal candidate will have strong quantitative skills, experience in market or credit risk, and a background in financial economics.

Qualifications

• Exceptional analytical skills with a focus on quantitative and statistical methods.
• Experience in market or credit risk preferred.
• Qualified or nearing qualification in an actuarial discipline.

Responsibilities

• Contribute to enhancements and optimisations of the regulatory capital strategy.
• Ensure appropriateness of market and credit risk approaches.
• Engage in market capital modelling for the Actuarial and Capital team.

Skills

Quantitative analysis

Statistical skills

Optimisation techniques

Financial economics

Education

Qualified or close to qualifying in actuarial science

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:

* 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
* Ensuring that the market risk approach is appropriate for use
* 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]