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Risk modeling - Credit risk, market risk, internal model

  • Location:

    London, England

  • Sector:

    Actuarial

  • Job type:

    Permanent

  • Salary:

    Negotiable

  • Contact:

    Chris Armstrong

  • Contact email:

    Chris.Armstrong@ojassociates.com

  • Job ref:

    JOB-102020-127229_1601909301

  • Published:

    over 3 years ago

  • Duration:

    6 months

  • Expiry date:

    2020-10-08

  • Startdate:

    ASAP

Leading Life insurance business requires a Risk professional with strong knowledge of Credit Risk models in insurance. Market risk and Solvency II (internal model) experience are all desirable for the project.

The client is offering 100% remote working for a 6 month contract, with a competitive day rate.

Ideal start date is October or November 2020.

Oliver James are representing a major international insurance group.

The client requires an independent Credit/Market risk subject matter expert to join a dynamic risk modelling project team on a day rate contract assignment.

You will be provide expert knowledge of Credit Risk (and ideally Market risk) models in relation to Solvency II regulations and internal model concepts. The role would suit an individual with experience working on methodology and prototype models in an insurance environment.

There is plenty of scope to extend on this project.

Location: Remote working (100%) - must be based in an EU time zone

Start: Ideally October or November 2020

Duration: 6 month initial contract + extensions

Day rate: Confirmed on application. Competitive and in-line with market rates.

Key skills:

  • Suitable academic background and/or qualification such as Actuarial, risk, statistics, maths, econometric
  • Significant Credit Risk modelling experience within insurance (ideally Life)
  • Strong knowledge of Solvency II regulations including spread models
  • Ideally demonstrable experience working on an Internal Model project
  • Market Risk knowledge is highly beneficial
  • Programming skills in R, Python, SAS would be beneficial but not mandatory

Please apply today or contact Chris.Armstrong@ojassociates.com

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