Market Risk Analysis Lead
3 weeks ago
We are looking for a talented Senior Actuarial Analyst to join our team at The Emerald Group. In this role, you will be responsible for leading actuarial and statistical analysis related to market risk, calibrating market risk capital models, and developing market risk management frameworks.
Your key responsibilities will include:
- Developing and maintaining market risk capital models.
- Establishing a robust analysis of change process to explain movement in capital results.
- Communicating complex modelling decisions to senior executives.
- Supporting the development of market risk management framework on SII and IFRS17 bases.
In addition to your technical skills, we are looking for someone with strong communication skills, who can demonstrate a clear and articulate standard of written and verbal communication. If you have experience working with Principal Component Analysis technique in modelling market risk, that's a bonus
Requirements:- Fellow of Institute of Actuaries (or equivalent).
- Strong capital modelling experience in market or credit risk space within life insurance industry.
- Experience with using Principal Component Analysis technique in modelling market risk.
Estimated Salary: £85,000 - £110,000 per annum.
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