Senior Actuary (Market Risk) – 27583

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Senior Actuary (Market Risk) – 27583, London

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Client:

Emerald Group Ltd

Location:

London, United Kingdom

Job Category:

Finance

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EU work permit required:

Yes

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Job Reference:

fff40cf9e394

Job Views:

11

Posted:

26.04.2025

Expiry Date:

10.06.2025

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Job Description:

Overview

Key responsibilities:

• Develop and maintain market risk capital model methodology and assumptions.
• 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
• Ability to communicate complex modelling decisions to senior executives
• Support the development of market risk management framework on SII and IFRS17 bases
• Support ALM and hedging activities by providing capital related insight (such as market risk MI) for ALM and hedging decision making

Qualifications required:

• Fellow of Institute of Actuaries (or equivalent)

Experience required:

• Strong capital modelling experience in market or credit risk space within life insurance industry
• Experience with using Principle-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
• Strong skills and experience in managing and motivating a team from a diverse range of professional backgrounds and with varying levels of experience

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