Hybrid Quantitative Risk Lead – Capital Modeling

A leading insurance platform in Greater London is seeking a Quantitative Risk Lead to support the risk management framework. The role involves validating economic capital models, leading stress testing, and contributing to Own Risk and Solvency Assessment reporting. Ideal candidates will have a strong background in quantitative risk within the Lloyd’s market, solid stakeholder management skills, and a robust understanding of regulatory requirements. This position offers a competitive salary and flexible working options. #J-18808-Ljbffr