6 дней назад
Quantitative Risk Manager (Financial Risk)
86 000 - 130 000GBP
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quantitative Risk Manager (Financial Risk) (Market and Credit Risk): Developing and maintaining market and credit risk methodologies for reinsurance and capital markets portfolios with an accent on internal capital models, financial risk modelling, and regulatory frameworks. Focus on translating methodology requirements into technical specifications, analysing complex financial datasets, and ensuring robust risk representation across evolving transactions and market conditions.
Location: London, United Kingdom. Hybrid working model with a minimum of three days per week in the office.
Salary: GBP 86,000–GBP 130,000 per year, full-time equivalent, depending on experience, qualifications, skills, and role scope.
Company
provides reinsurance, insurance, and insurance-based risk transfer solutions, helping organisations manage risks including natural catastrophes, climate change, and cybercrime.
What you will do
- Develop and maintain market and credit risk methodologies for reinsurance and capital markets portfolios.
- Translate methodology requirements into technical specifications and support implementation in risk systems.
- Prototype and analyse financial datasets and risk feeds used within the Internal Capital Model.
- Collaborate with Finance, Risk, and Technology teams to ensure accurate risk representation and data integrity.
- Design risk capture methodologies for new reinsurance and capital markets transactions and enhance systems for evolving portfolio and regulatory requirements.
- Act as a subject matter expert, advising senior stakeholders including the Heads of Market Risk and Credit Risk.
Requirements
- Actuarial qualification or equivalent quantitative background and a university degree in mathematics, statistics, actuarial science, finance, physics, or a related discipline.
- Significant experience in insurance, reinsurance, risk management, or a related financial services environment.
- Strong understanding of capital markets, financial risk modelling, and risk methodology development.
- Experience with internal capital models, model governance, or regulatory capital frameworks such as SST or Solvency II.
- Knowledge of IFRS 9, IFRS 17, SST financial data, and local statutory reporting frameworks.
- Strong analytical skills with experience working with large and complex datasets, plus programming proficiency in R, Python, and/or DAX.
Culture & Benefits
- Work with experts across Risk, Finance, Investments, and Technology on methodologies used across ’s global business.
- Contribute to risk and capital decisions across reinsurance structures, capital markets transactions, and regulatory frameworks.
- Inclusive workplace focused on equal opportunities, fresh perspectives, innovative thinking, and professional development.
- AI-powered tools may support application review, while final hiring decisions are made by people.
Будьте осторожны: если работодатель просит войти в их систему, используя iCloud/Google, прислать код/пароль, запустить код/ПО, не делайте этого - это мошенники. Обязательно жмите "Пожаловаться" или пишите в поддержку. Подробнее в гайде →
Похожие вакансии
7 дней назад
Insurance Risk Modelling Senior Risk Analyst
5 дней назад
Investment Risk Analyst, Fixed Income (Fixed Income)
90 000 - 180 000$
6 дней назад
Junior Quantitative Researcher, Commodities and Cross Asset (Python/R)
3 дня назад
Market Data Risk Analyst (Market Data)
5 дней назад
Senior Credit Risk Analyst (Python)
46 800 - 55 000GBP
4 дня назад