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Market and Credit Risk Analyst (Actuary)
Eingestellt von Modis
Projektbeschreibung
Market and Credit Risk Analyst (Actuary)
Start Date: ASAP
Contract Length: 6 months
Location: Surrey
Rate: £Negotiable
Job Summary:
Nearly/Newly Qualified Actuary or Quantitative Analyst required to review, validate and document Solvency II market and credit risk calibrations for use within internal model.
Key Responsibilities:
A key output of this role will be to produce Solvency II compliant documentation of market and credit risk models within tight timeframes.
This will entail the following responsibilities:
* Critical evaluation of market and/or credit risk modelling in use for Economic Capital and Solvency II.
* Estimate impact of weaknesses on final capital numbers using available tools.
* Describe model weaknesses and limitations and define thresholds for on-going monitoring.
* Review and update as necessary modelling documentation for compliance with internal and external standards.
* Critically reading and assessing market and/or credit risk modelling documentation.
Skillswe welcome applicants from all backgrounds.
Projektdetails
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Einsatzort:
Surrey, Vereinigtes Königreich
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Projektbeginn:
asap
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Projektdauer:
6 months
- Vertragsart:
-
Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
Sonstiges