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Market and Credit Risk Modelling Analyst

eFinancialCareers
Job LocationLondon
EducationNot Mentioned
SalaryCompetitive salary
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

Your role at a glanceWe have a great opportunity for a part-qualified Actuary to join the Risk Modelling Team within our Retirement Division as a Market & Credit Risk Modelling Analyst.As a Market & Credit Risk Analyst you will support the design, implementation, maintenance and operation of both market and credit risk components of the Solvency II Capital Model.This would be an ideal role for someone with existing knowledge of market risk modelling theories and methods (such as stochastic modelling) and/ormodel development through the use of coding (preferably R or VBA)This is a hybrid working opportunity based from our London Offices in Moorgate. Which is where you will be based when on-site.What youll be Doing

  • Supporting on market and credit risk components of the Solvency II capital model, including both the asset exposure and liability side exposure via matching adjustment.
  • Assisting in the design and implementation of updates and replacements to L&Gs market and credit risk models including appropriate capital model treatments for new asset classes and structures.
  • Identifying opportunities to streamline and automate processes where possible.
  • Hands on coding of model improvements/developments (in R, Access, Excel or VBA).
  • Supporting with routine aspects of the regular market and credit risk calibrations for use in reporting processes including validation and controls in line with Group policies.
  • Communicating and explaining approaches to market and credit risk modelling. Including diagnosing and explaining calibration and capital movements.
  • Producing market data for financial reporting and other purposes.Ensuring customer needs for market data are met.
  • Maintaining and updating market and credit risk documentation as required.
What were looking for
  • Part-Qualified Actuary, who is making good progress through the IFoA Exams.
  • Knowledge of market risk modelling theories and methods, including stochastic modelling techniques would be highly preferable
  • Knowledge/understanding of capital modelling methodologies for the insurance industry (especially life insurance), UK Life Industry products and assets (especially annuities and fixed interest assets)
  • Financial model development including coding (eg in R, VBA etc.)
  • Ability to communicate complex information to both technical and non-technical audiences
  • Ensuring all customers/stakeholders receive an exceptional level of service.
BenefitsWhen you commit to Legal & General, well commit to you too. That means well recognise and reward your hard work, your performance and your contribution.If you join us, youll get access to some great benefits, including private medical insurance, at least 25 days holiday (excluding bank holidays), a generous pension scheme, life assurance, and Income Protection. You can participate in our electric car scheme,which offers employees the option to hire a brand new electric car through tax efficient salary sacrifice. Were also proud to offer competitive family leave.Youll have the opportunity to participate in our annual, performance-related bonus plan and valuable share schemes. And then there are the many discounts we offer that you can take advantage ofboth for our own products and at a range of high street storesand online offerings.Legal & General runs a highly regarded Actuarial Rotations Programme for students, which you will be a part of. The role you are applying to is part of our rotational program, designed to further develop and enhance your skills, and as part of this programyou will be expected to rotate in both of our sites in London and Hove.

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