This team looks after all the asset models for the wider business functions and will have a wide variety of stakeholders.
In this role, your proficiency in asset modelling will be essential to analyse and validate results generated within with wider analytics team. Effective communication of these findings to relevant stakeholders across the organisation is a critical aspect of this position.
The ideal candidate will have exposure to a wide variety of asset classes and have the ability to maintain the models.
This is a fantastic opportunity for someone to transition perhaps from the Banking industry into insurance, or for someone to take the next step upwards in their career, there is a clear path to progression and to take a lead role in the future.
* CFA/FRM or CFQ or Qualified/Nearly Qualified Actuary or Master's Degree in Science, Finance, Math, Economics, or a related discipline.
* Experience in asset pricing and modelling, demonstrating an understanding of the capital impact of asset stresses on financial institutions.
* Familiarity with Solvency II requirements, including Matching Adjustment knowledge, or Basel III capital requirements.
* Solid proficiency in Excel and VBA (minimum requirement), and preferably a strong understanding of data technologies such as R, Python, SQL, PowerBI, etc.
* Knowledge of a diverse range of asset classes, including fixed income, inflation-linked, floating rate notes, credit, equities, property, and derivatives (Swaps, Futures, Options, Swaptions).
* Experience in financial reporting processes and metrics used in insurance or banking industries, such as Economic Capital, Solvency II, Asset and Liability Management, PnL attribution, DV01, VaR, WARF.
* Experience in 1st or 2nd line risk-management functions within the insurance or banking sector would be highly advantageous.
* General knowledge of market and credit risk models would be highly advantageous.
For further details and an informal, confidential discussion, please contact Natalie Lightfoot directly
Let's connect on LinkedIn: https://www.linkedin.com/in/natalielightfoot/