Quantitative Risk Manager recruitment
Responsibilities:
- Independent and objective review of the internal model - PL attribution, calibration validation
- Analyse performance of the internal model and produce quarterly performance reports for Solvency 2 Governance Committee
- Co-ordination of validation activities reporting
- Produce quarterly Own Risk Solvency Assessment (ORSA)
- Manage the group stress and scenario testing programme to ensure that it supports the ORSA process and validation of internal model
- Development of KRI's and Risk reporting
- Act as Internal Model Change Manager in accordance with Internal Model Change Policy
- Oversight of the application of Data Management policy
Requirements:
- Solid numerate background
- Financial Risk Management experience gained in the Insurance sector
- Excellent knowledge of Solvency 2, validation of internal model, ORSA and associated Risk Management principles
- Familiarity with Capital Management principles and methodology
- Project Management
- Strong communication, report writing presentation skills
- Pragmatic approach to implementation of regulatory requirements in a commercially astute manner
- Strong IT literacy
If you feel that you meet the above requirements or would like to explore this career opportunity in more detail please contact Samaer.Akhtar@psdgroup.com or call 0207 970 9639.
July 14, 2012
• Tags: Insurance careers in the UK, Quantitative Risk Manager recruitment • Posted in: Financial