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Market Risk Analyst

Date Posted
26th February 2016
Reference
FRG/535
Sector
Investment, Life
Job Type
Permanent
Location
City of London
Benefits
Excellent salary plus study support
Salary
Negotiable

Job Description Apply: Market Risk Analyst

Market Risk Actuarial Analyst required for blue-chip Life Insurer in central London.

Your focus will be on ESG – producing scenarios and to communicate stochastic simulations results to relevant stakeholders. You will have Reporting and Production experience along with strong communication and presentation skills.

You will work closely with the Market Risk modelling team to produce calibrations for Economic Capital and Solvency II Internal Model and understand ALM results. This is a first line role that will work closely with validating second line results.

You will have 18-36 months’ experience with a strong track record of exam passes (ideally 6 exams up to the CT series plus CA1). This would also suit a CFA - Level 1 or 2.

This role would suit a more quantitative actuary. You will have good programming skills and experience of R and/or VBA is preferred.

This is a fantastic opportunity to work alongside a very bight and supportive mentor. Flexible working from home is also on offer.

This is a fast moving position, so please call Patrick Flanagan on 0203 017 5124 / 07826 546 069 or apply online now.


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