Manager – Internal Capital Model / Risk Calibration

Clarence George is working on an Internal Capital Model / Risk Calibration Actuary opportunity with a leading Life Insurer.

This is a fantastic role for the intellectually curious to understand how macro-economic factors such as interest rates can have an impact on a global company’s balance sheet. You will have an interest in investment and lean more towards the asset side.

The role:

• Technical role focusing on group’s Internal Capital Model and Market Risk Calibrations
• Innovation and automation of sophisticated risk calibration model
• Take ownership of modelling tools
• Dig into statistical problems, discuss ideas and make your voice heard

The candidate:

• Ideal candidate has an innovative mindset and enjoys complex statistical problem solving
• Experience in risk modelling calibration and statistical background preferred but not essential
• Ideal range of experience is 2-6 years
• Coding skills in packages such as VBA, R, Python, Matlab. You will be able to build models from scratch
• Open to a variety of experience levels, backgrounds, and qualifications but insurance experience is preferable

Unique Selling Points:

• Rare opportunity to take full ownership of end-to-end processes
• International exposure and expectation to take on mentoring of remote teams
• You will get exposure to senior stakeholders and C-suite individuals while being surrounded by ahighly innovative team of Actuaries, PhDs and MScs

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