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Quantitative Risk Manager

Date Posted
17th November 2021
Reference
Star7201
Sector
General Insurance
Job Type
Permanent
Location
London
Benefits
£ excellent
Salary
Negotiable

Job Description Apply: Quantitative Risk Manager

Leading London Market firm is seeking a qualified GI actuary to review and understand the capital assessments made for each legal entity by the first line, for appropriately including in the solvency assessment reports.

In this exciting career opportunity, you will collaborate with the first line capital modelling function on capital related areas to inform the solvency assessments.

For input into the Lloyd’s Internal Validation Report, you will also perform key independent model validation tests, especially on Insurance Risk.

In addition, you will collaborate with the M&A Capital Modelling and M&A Reserving teams in providing an opinion in relation to Insurance Risk while seeking to refine the in-house framework for effective scenario testing.

With an understanding of internal capital models and their structures, the successful candidate will possess an understanding of risk management / ERM within the Insurance Industry.

Capability in R (and R Shiny) and WTW’s Igloo advantageous.

Please contact us to discuss this vacancy or for an informal discussion regarding your career goals. We are very happy to perform bespoke research on your behalf.

Satpal Johri | Associate Director

M: +44 (0)7808 507600

E: satpal.johri@staractuarial.com


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