Senior Quantitative Risk Analyst

Recruiter
Emerald Group
Location
London
Salary
Up to £75,000 + Benefits
Posted
11 Apr 2019
Closes
11 May 2019
Ref
49260
Contract Type
Full time, Permanent

Consultant Name: Connor Deacon

Telephone Number: +44 (0) 20 7283 2520

Email Address: connor.deacon@emerald-group.com

Key Responsibilities: ​

  • As part of a wider Internal Model Validation team, working with a range of professionals across the business to agree the tests, request and gather information, complete testing where necessary and draw conclusions on the Internal Model with appropriate support
    • Bring together key data, metrics and dashboards to ensure the efficient and timely production of the annual IM validation reports
    • Liaising with the Actuarial department, Claims, Underwriting and Finance to conduct a number of tests for the internal model validation and form an independent opinion on outcomes with support from the Risk Actuary
  • To work closely with the Risk Actuary and Head of Risk and the actuarial team to analyse capital model output and deliver smart risk management information
  • Supporting the implementation of other internal model processes, such as ensuring the model use, feedback and expert judgement logs are updated
  • Assist the Risk Actuary with development and quantification of Reverse Stress Tests
  • Contribute to other risk management output, including but not limited to the ORSA Report
  • Complete all necessary training and development to enable fulfilment of role
  • Maintain risk management records accurately and efficiently
  • Other ad hoc duties

Qualifications/ Experience:

  • Ideally a Maths or Accountancy degree and / or a statistical / mathematical background
  • Knowledge of stochastic methods in capital modelling environments
  • Knowledge and experience of undertaking Internal Model validation assessments
  • A number of years experience in either a capital, reserving or model validation team

Apply for Senior Quantitative Risk Analyst

Already uploaded your CV? Sign in to apply instantly

Apply

Upload from your computer

Or import from cloud storage

Your CV must be a .doc, .pdf, .docx, .rtf, and no bigger than 1MB


4000 characters left

Marketing Communication

We'd love to send you information about Jobs and Services from Insurance Jobs by email.

All emails will contain a link in the footer to enable you to unsubscribe at any time.


When you apply for a job we will send your application to the named recruiter, who may contact you. By applying for a job listed on Insurance Jobs you agree to our terms and conditions and privacy policy. You should never be required to provide bank account details. If you are, please email us.

Similar jobs

Similar jobs