Senior Actuary

2 weeks ago


London, United Kingdom The Emerald Group Full time

As market risk actuary you will be responsible for leading actuarial and statistical analysis related to market risk, calibrating market risk capital model, developing market risk management framework, advising ALM and hedging strategy

  • Location: London
  • Category: Life Actuarial
  • Type: Permanent

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
  • Fellow of Institute of Actuaries (or equivalent)
  • 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
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