Senior Actuarial Analyst

6 days ago


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

The Emerald Group is seeking a highly skilled Market Risk Actuary to lead our actuarial and statistical analysis efforts related to market risk. As a key member of our team, you will be responsible for calibrating our market risk capital model, developing our market risk management framework, and advising on ALM and hedging strategies.

Key Responsibilities:
  • Market Risk Capital Model Development: Develop and maintain our market risk capital model methodology and assumptions.
  • Market Risk Capital Reporting: Own the market risk capital reporting process by maintaining a well-controlled and efficient quarterly reporting process for market risk capital, establishing a robust analysis of change process to explain the movement in capital results.
  • Communication and Collaboration: Ability to communicate complex modelling decisions to senior executives and support the development of market risk management framework on SII and IFRS17 bases.
  • ALM and Hedging Support: Support ALM and hedging activities by providing capital related insight (such as market risk MI) for ALM and hedging decision making.
  • Qualifications: 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, and strong communication skills.


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