Credit Modelling Actuary
About the Role:
We are seeking a highly analytical and mathematically focused Credit Modelling Analyst to join our Credit Modelling Factory team. This role will be instrumental in developing a robust capital model tailored to infrastructure investments, with a particular focus on illiquid assets. You will contribute to the design and implementation of methodologies that support capital adequacy assessments and risk quantification for long-term, complex infrastructure exposures.
Key Responsibilities:
1. Develop and implement capital models for infrastructure credit portfolios, with a focus on illiquid assets.
2. Design and document modelling methodologies aligned with regulatory and internal capital requirements.
3. Collaborate with risk, finance, and data teams to ensure model inputs and assumptions are robust and well-justified.
4. Conduct quantitative analysis and scenario testing to validate model performance and sensitivity.
5. Support model governance processes, including validation, audit, and regulatory review.
6. Translate complex mathematical concepts into clear, actionable insights for stakeholders.
Required Skills & Experience:
7. Strong background in capital modelling, ideally within credit risk or infrastructure finance.
8. Proven experience developing or validating models for illiquid assets.
9. Deep understanding of modelling methodologies, including stochastic modelling, stress testing, and scenario analysis.
10. Advanced proficiency in mathematical modelling and statistical techniques.
11. Experience with programming languages such as Python, R, or MATLAB is highly desirable.
12. Familiarity with regulatory frameworks (., Solvency II, Basel III/IV) is a plus.
13. Excellent communication skills, with the ability to explain technical concepts to non-technical stakeholders.
If the above aligns with your skill set please submit CV for consideration
Carbon60, Lorien & SRG - The Impellam Group STEM Portfolio are acting as an Employment Business in relation to this vacancy.