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Working for the Head of Risk the successful candidate will support and help shape risk oversight of the investment portfolios as well as any financial market risk arising from the business.
You will work closely with the first line investment team to support their portfolio management and strategy from a risk management perspective, with the capital team to support the calibration and validation of the internal model developed and with the Actuarial teams to maintain a liability-based benchmark for the asset portfolio.
Support the calibration and validation of market and credit risk parameters for use in capital modelling
Develop and maintain a stress and scenario testing framework
Develop and implement new risk processes and systens
Review the liability-based benchmarks
Monitoring liquidity risk and the groups liquidity risk framework
Support risk review and advice on sign offs on any expansions or significant variations to existing portfolios, including new products and market expansions
Financial/Investment risk experience ideally from an insurance company, actuarial consultancy or ratings agency
Sound understanding of investment fundamentals, asset classes, sectors and principles.
Good understanding of risk management methodologies including VaR
Good understanding of risk-based economic models including Solvency II.
Significant experience with quantitative risk modelling, ideally with practical experience with stochastic risk models.
Graduate degree or professional qualifications in financial modelling, economics, quantitative risk or equivalent.