Job Description
We are working with an international specialty insurer looking to hire a Quantitative Risk professional to support their capital and risk management framework. If this sounds like something that would interest you, apply here!
Key Focus:
- Validation of economic capital models, including a Lloyd’s Syndicate Model
- Risk appetite monitoring, reporting and dashboard development
- Contribution to ORSA reporting across multiple entities
- Design and delivery of stress & scenario testing, including climate change scenarios
- Support emerging risk assessments and wider risk framework activity
Experience Required:
- Background in quantitative risk, model validation or actuarial roles
- Strong understanding of capital and stochastic modelling
- Excellent stakeholder management and communication skills
Desirable:
- Capital modelling or validation experience (1st line)
- Remetrica or similar platforms
- Previous people management experience
For more information reach out to tyler-rose.kellaway@arthur.co.uk