Senior Quantitative Risk Actuary

Tasks

• Assess credit risk exposures
• Assess market risk exposures
• Conduct stress and scenario testing
• Develop model risk framework
• Lead internal model validation
• Oversee reserving processes
• Perform reserve risk capital oversight
• Prepare regulatory reports
• Produce validation reports
• Provide independent assurance
• Review model risk testing
• Review reserve assumptions and methodologies
• Support ORSA inputs

Perks/Benefits

• Flexible working arrangements

Skills/Tech-stack

Actuarial Science | Capital modelling | Credit Risk | Enterprise Risk | Enterprise Risk Management | Financial market | Financial market risk | Inflation Analysis | Internal Model Validation | Market Risk | Model Governance | Model Risk Management | Model Validation | Model risk | ORSA | Reserve Uncertainty Analysis | Reserving Risk | Risk Management | Scenario testing | Sensitivity Analysis | Stress Testing | Uncertainty Analysis