Quant Modeller – Assets for derivatives recruitment
Background and Purpose Ø Solvency II requires independent model testing verification Ø An insurance company in general and risk management in particular is based on very complex models which need to be reviewed and challenged from a 2nd Line of Defense (LoD). Job Scope Ø All models relating to assets and liabilities from a 2nd LoD point of view, including validation, risk management, Solvency II, hedging Principal Accountabilities Ø Ensure that models are adequately reviewed and challenged both with respect to their description and also as to whether the principles Read more […]
February 18, 2012
• Tags: Assets for derivatives recruitment, Insurance careers in the UK, Quant Modeller • Posted in: Financial • Comments Off on Quant Modeller – Assets for derivatives recruitment