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Market and Credit Risk Analyst (Actuary)

Eingestellt von Modis

Projektbeschreibung

I have an excellent opportunity for a Market and Credit Risk Analyst (Actuary) to work for a large Life & Pensions organisation based in Surrey.

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

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    Sonstiges

Modis