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Credit Risk Analyst

Date Posted
30th January 2015
Reference
VSR/7777
Sector
Investment, Life
Job Type
Permanent
Location
London
Benefits
Salary dependant on level of experience
Salary
Negotiable

Job Description Apply: Credit Risk Analyst

Purpose of Role:

To provide insight and assurance to the Head of Investment Risk about the credit and counterparty risks faced and emerging with relation to the company. Such insight and assurance to be provided in the context of the company’s stated Risk Strategy and Appetite, its obligation to policyholders and how it conducts its business, its regulatory and other relevant obligations and requirements.

Key Responsibilities:

  • Advise the Head of Investment Risk on credit and counterparty risk policies and procedures, risk appetite, and limits, key risk indicators, risk management information, stress and scenario testing, and risk governance framework; facilitating embedding of the framework on behalf of the Head of Investment Risk
  • Monitor compliance with the Credit and Counterparty risk appetite and limit framework and ensure exceptions are appropriately resolved
  • Validate and report credit and counterparty risk management MI to the Head of Investment Risk
  • Review and validate analysis of actual credit and counterparty risk related experience and report to the Head of Investment Risk on any implications
  • Provide input to scenarios for the stress and sensitivity testing.
  • Provide assurance to the Head of Investment Risk on risk and controls through periodic deep dive reviews, investigations and general oversight work
  • Engaged in any decision, activity, initiative, project or process to the level the Head of Investment Risk believes appropriate and necessary, irrespective of size and features.
  • Provide support to the business with managing day-to-day and new risks to ensure significant risks are properly identified and managed in line with the risk appetite.

 

Competencies required:                                                                                            

  • Core Competencies
  • Role Competencies
  • Professionalism & Enterprise
  • Team Spirit & Collaboration
  • Innovation with Focus
  • Knowledge of legal regulatory and industry requirements
  • Knowledge of business processes, standards, policies and procedures
  • Judgement
  • Environmental scanning
  • Drive and resilience

Qualifications Required:

Necessary

  • Advanced qualification reflective of a high degree of numeracy (FIA, CFA, ACA, CAIA or similar)
  • Prior experience of a senior risk management role in a relevant financial services entity (insurance, asset management, banking)
  • Experience with broad asset classes, particularly those giving rise to credit risk
  • Familiarity with the UK regulatory environment and specific solvency regimes

 


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