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I’m working with an international specialty insurer looking to hire a Senior Quantitative Risk professional to support their capital and risk management framework.
Job Responsibility:
Validation of economic capital models, including a Lloyd’s Syndicate Model
Risk appetite monitoring, reporting and dashboard development
Contribution to ORSA reporting across multiple entities
Design and delivery of stress & scenario testing, including climate change scenarios
Support emerging risk assessments and wider risk framework activity
Requirements:
Background in quantitative risk, model validation or actuarial roles
Strong understanding of capital and stochastic modelling
Excellent stakeholder management and communication skills
Nice to have:
Capital modelling or validation experience (1st line)