I am delighted to be collaborating with a Lloyds of London insurer, seeking a Quantitiative Risk Analyst. This individual will report directly to the senior risk actuary and support the validation of the internal capital model. Canidates from a capital background would be highly desirable alongside risk candiates with exposure to validation.
Key Responsibilities:
Significant interaction with the capital modelling team, conducting validation testing and analysis
Development of the stress and scenario tests, in relation with the actuarial team and other relevant functions
Maintain regulatory reporting i.e ORSA
Key stakeholder engagement
Requirements:
1+ Year within London market/General Insurance
Strong grasp of capital modelling/validation testing
Strong communication skills needed when liasing with stakeholders
