Market Risk Actuary Leader

1 month ago


London, Greater London, United Kingdom The Emerald Group Full time
Market Risk Actuary Job Description

As a key member of The Emerald Group, you will play a critical role in leading actuarial and statistical analysis related to market risk. Your expertise will be essential in calibrating market risk capital models, developing market risk management frameworks, and advising on ALM and hedging strategies.

Key Responsibilities:
  • Develop and maintain market risk capital model methodologies and assumptions.
  • Own the market risk capital reporting process, ensuring a well-controlled and efficient quarterly reporting process for market risk capital.
  • Communicate complex modelling decisions to senior executives.
  • Support the development of market risk management frameworks on SII and IFRS17 bases.
  • Provide capital-related insights for ALM and hedging decision-making.
  • Fellow of the Institute of Actuaries (or equivalent).
  • Strong capital modelling experience in market or credit risk space within life insurance industry.
  • Experience with Principal Component Analysis technique in modelling market risk.
  • Practical experience with ALM and hedging for annuities.
  • Strong communication and leadership skills.


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