Assistant Manager - Capital Modelling | Risk Modelling
A prestigious client in the Insurance sector is seeking a qualified candidate for the position of Assistant Manager in the Group Finance function. The role will be focused on supporting the setting, monitoring, management and optimisation of economic capital across the Group.
Role & Responsibilities:
- Group-wide Economic Capital modelling methodology standards;
- Market and insurance risk modelling methodology and assumptions;
- Providing expertise and oversight for business unit risk and correlation methodology and assumptions and other economic capital modelling topics; and
- Monitoring the Group's capital structure and highlighting issues or opportunities.
Wider Accountabilities:
- Market Risk Calibrations: Performing a key role in the annual review and model development of market risk calibrations
- Acting generally as a subject matter expert on market risk and economic capital modelling (including results analysis) to support stakeholders across the Group
- Modelling Tools: Ownership of a subset of the modelling tools used across the team
Key Skilled Required
- Understanding of local statutory capital reporting in the jurisdictions in which the Group in order to model the Group capital impact of potential transactions.
- Experience or strong interest in using and developing VBA, Matlab, R or Python
- Strong statistical/mathematical background
- Market risk calibration and modelling experience/knowledge is preferred
If this role is of interest to you and you'd like to hear more, please contact: Maxwell.field@oliverjames.com
