Capital Model Developer

5 days ago


London, Greater London, United Kingdom The Emerald Group Full time
Lead Actuarial Risk Modeller

We are seeking an exceptional Senior Actuarial Analyst to lead actuarial and statistical analysis related to market risk at The Emerald Group. As a key member of our team, you will be responsible for developing and maintaining market risk capital models, calibrating market risk capital models, and advising on ALM and hedging strategies.

In this role, you will work closely with our ALM and hedging teams to provide capital related insights for decision making. Your expertise in market risk management and ability to communicate complex ideas will be invaluable assets to our organization.

You will also be responsible for:

  • Maintaining a well-controlled and efficient quarterly reporting process for market risk capital.
  • Establishing a robust analysis of change process to explain movement in capital results.
  • Communicating complex modelling decisions to senior executives.

With a strong background in capital modelling, you will be able to hit the ground running and make a significant impact in this role. Estimated Salary: £85,000 - £110,000 per annum.



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