Job ref no.: CT3119652-01#3353

Senior Risk Analytics Expert

NLS

A fantastic opportunity to join one of the world’s leading life insurance companies as part of one of the first members of a pioneering risk analytics team, this role will report into the head of risk analytics and will be responsible for developing methodology, performs model validation and provides specialist technical support for risk modeling and capital management projects including ALM, stress testing, economic capital. The role will have regional coverage.
 
*Role:
 

Risk Control

  • Support development, maintenance and documentation of risk / economic capital modeling methodologies in relation to market risk, insurance risk, operational risk, risk aggregation.
  • Support stress testing of local regulatory capital, including model update and maintenance, parameter calibration, consolidation, result analysis and explanation.
  • Perform risk analysis to generate actionable insights on the risk profile of the Group.

 

Risk Governance

  • Validate models (assumptions, expert judgments, data), and develop quantitative tools and analysis to justify modeling choices or highlight modeling limitations.
  • Support the development and maintenance of the model governance framework and policies.

 

Risk Underwriting

  • Support development of tools and metrics to promote risk identification and risk adjusted profitability quantification across all risk types.

 

Risk Disclosure

  • Support development of risk disclosures.
  • Support the preparation of risk reports and analysis provided to management (internal working groups or committees).

 

Risk Culture

  • Promote the understanding of risk metrics within the company (Group and local business units).

Requirements:

  • Undergraduate or post-graduate degree in actuarial science, statistics or mathematical finance discipline with 5-10 years’ experience.
  • Associate or fellowship of FSA/FIA preferred.
  • Advanced knowledge in stochastic calculus, risk modeling and financial engineering.
  • Strong computer programming skills.

Knowledge of Excel (VBA), Prophet, Python, C++, R, FinCad or other modeling/statistical software is highly preferred.

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More job information
Job ref no. CT3119652-01#3353
Salary
  • N/A
Job Function
Industry
Employment Term
  • Full-time
Experience
  • 5 years - 10 years
Career Level
  • Non-management level
Education
  • Degree