Senior Actuarial Analyst

1 week ago


London, Greater London, United Kingdom The Emerald Group Full time
About the Role

We are seeking a highly skilled Senior Actuarial Analyst to lead our market risk team. As a key member of our actuarial team, you will play a crucial role in driving business growth and ensuring that our company remains ahead of the competition.

Key Responsibilities
  • Market Risk Capital Model Development: Develop and maintain our market risk capital model methodology and assumptions, ensuring that they accurately reflect our company's risk profile.
  • Reporting and Analysis: Own the market risk capital reporting process, maintaining a well-controlled and efficient quarterly reporting process for market risk capital, and establishing a robust analysis of change process to explain the movement in capital results.
  • Communication and Stakeholder Management: Communicate complex modelling decisions to senior executives, providing clear and concise insights into our company's market risk position.
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
  • Practical experience with ALM and hedging for annuities
  • Strong communication skills, demonstrating a clear and articulate standard of written and verbal communication
What We Offer

We offer a competitive salary of £85,000 - £110,000 per annum, depending on experience, plus a range of benefits including a pension scheme, life assurance, and annual leave entitlement.



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