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Contract

Credit Risk Actuary

City
money-bag 10000-500000 Annual
3116633155
Posted Yesterday

Credit Risk ActuaryHybrid Working Financial ServicesLorien''s leading Pensions and Investment client is looking for a Credit Risk Actuary join the existing team on an initial 12month Contract. You will be supporting the development of industry leading credit modelling capability, focused primarily on the MAUS rebalancing methodology as part of a Major Model Change, with a strong emphasis on hands-on Python-based model development, as well as supporting broader initiatives within the Credit Modelling function.This role is working in a Hybrid Model based in either London, Birmingham, or Edinburgh. This role will be Via Umbrella.Key responsibilities:Support methodology development for Major Model Changes to optimise the credit risk internal model.Tactical prototype development and maintenance, enabling timely and accurate production of impacts Requirements generation for long-term strategic system build, requiring effective communication with system development workstreamsSupport production of reports to take methodology through governanceHelp produce materials for engaging with regulatorMaintain regulatory, technical, business and professional knowledge including Solvency II regulations and professional actuarial standards, in an environment of fast-moving regulatory change. What are we looking for?Qualified actuary Knowledge/experience of credit risk capital modellingDetailed knowledge of SII requirements and Internal Model methodologiesA good understanding of insurance and ..... full job details .....

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