Risk Management Actuary

3 weeks ago


London, Greater London, United Kingdom The Emerald Group Full time

As a Risk Management Actuary at The Emerald Group, you will lead actuarial and statistical analysis related to market risk. This involves calibrating the market risk capital model, developing a market risk management framework, and advising on ALM and hedging strategies.

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.
  • Communicate complex modelling decisions to senior executives.

We are looking for a skilled professional with experience in strong capital modeling in the market or credit risk space within the life insurance industry. You should have knowledge of Principal Component Analysis technique in modelling market risk and practical experience with ALM and hedging for annuities. Strong communication skills and ability to motivate a team are also essential.

Estimated Salary Range:

The estimated salary for this role is £80,000 - £110,000 per annum, depending on location and experience.



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