Credit Risk Actuary – 50847
Emerald Group Ltd
London
3d ago

Key Duties :

  • Maintain the Credit Risk Models in line with Partial Internal Model (PIM) governance requirements
  • Support the Head of Credit Risk and Asset Optimisation in creating and embedding a credit risk framework to investment strategy
  • Prepare high-quality, presentational materials on relevant topics, delivering these where relevant
  • Provide general technical oversight of the Credit Risk Model PIM methodology, calibration, and assumptions
  • Support the Head of the Credit Risk and other relevant stakeholders with results and outputs from the PIM
  • Qualifications required :

  • Qualified actuary (essential)
  • Experience required :

  • In depth knowledge and understanding of credit risk exposures
  • Strong technical skills and in particular specialist knowledge of Solvency II and Credit Risk modelling methods
  • Coding expertise (in particular MATLAB) and familiarity with actuarial cash flow systems is a bonus, but not essential
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