Actuarial and Statistical Analysis Expert

7 days ago


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

The Emerald Group is seeking an experienced Senior Actuarial Analyst to lead actuarial and statistical analysis related to market risk. This role involves calibrating the market risk capital model, developing the market risk management framework, and advising on ALM and hedging strategy.

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

Your key responsibilities will include:

  • Developing and maintaining market risk capital model methodology and assumptions.
  • Ownership of the market risk capital reporting process.
  • Communicating complex modelling decisions to senior executives.
  • Supporting the development of market risk management framework on SII and IFRS17 bases.
  • Supporting ALM and hedging activities.
  • Requiring a Fellow of Institute of Actuaries (or equivalent).
  • Having 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 and leadership skills.

The estimated salary for this position is £95,000 - £120,000 per annum, depending on experience.


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