Senior Actuary (Market Risk) – 27583

TN United Kingdom; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

Ein etabliertes Unternehmen im Finanzsektor sucht einen Senior Actuary für die Entwicklung und Pflege von Markt-Risiko-Kapitalmodellen. In dieser Schlüsselrolle sind Sie verantwortlich für die Durchführung komplexer Analysen und die Kommunikation von Ergebnissen an das Management. Sie unterstützen die Entwicklung eines robusten Risikomanagementrahmens und tragen zur Entscheidungsfindung im ALM und Hedging bei. Diese Position bietet die Möglichkeit, in einem dynamischen Team zu arbeiten und Ihre Fähigkeiten in einem anspruchsvollen Umfeld weiterzuentwickeln.

Qualifications

• Fellow der Institute of Actuaries oder gleichwertig erforderlich.
• Starke Kapitalmodellierungserfahrung in der Lebensversicherungsbranche.

Responsibilities

• Entwicklung und Pflege der Methodik für das Markt-Risiko-Kapitalmodell.
• Kommunikation komplexer Modellierungsentscheidungen an Führungskräfte.

Skills

Kapitalmodellierung

Kommunikationsfähigkeiten

ALM und Hedging

Teammanagement

Education

Fellow der Institute of Actuaries

Tools

Principle-Component-Analysis

Job description

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Senior Actuary (Market Risk) – 27583, London

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Client:

Emerald Group Ltd

Location:

London, United Kingdom

Job Category:

Finance

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EU work permit required:

Yes

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Job Reference:

fff40cf9e394

Job Views:

11

Posted:

26.04.2025

Expiry Date:

10.06.2025

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Job Description:

Overview

Key responsibilities:

• Develop and maintain market risk capital model methodology and assumptions.
• Own the market risk capital reporting process by maintaining a well-controlled and efficient quarterly reporting process for market risk capital, establishing a robust analysis of change process to explain the movement in capital results
• Ability to communicate complex modelling decisions to senior executives
• Support the development of market risk management framework on SII and IFRS17 bases
• Support ALM and hedging activities by providing capital related insight (such as market risk MI) for ALM and hedging decision making

Qualifications required:

• Fellow of Institute of Actuaries (or equivalent)

Experience required:

• Strong capital modelling experience in market or credit risk space within life insurance industry
• Experience with using Principle-Component-Analysis technique in modelling market risk
• Practical experience with ALM and hedging for annuities
• Strong communication skills, demonstrating a clear and articulate standard of written and verbal communication
• Strong skills and experience in managing and motivating a team from a diverse range of professional backgrounds and with varying levels of experience