We are looking to hire a Quantitative Analyst to join our Risk Management function. This is a newly created role supporting the EU CRO, the role is varied and challenging, and you will have responsibility for 4 major aspects of our Insurance Risk tower:
Capital adequacy review and validation
New transactions – collaborating with the M&A Capital Modelling and Reserving teams
Solvency Assessments
Stress and scenario testing
From a background perspective, you will be ideally working towards FIA/FCAS designation (with CERA qualification) with experience and knowledge of the following:
Understanding of internal capital models and their structures
Comprehensive understanding of insurance & finance terminology
Understanding of risk management / ERM within the Insurance Industry
Awareness of risk management regulatory requirements in EU/Solvency II
Capability in R (and R Shiny) and WTW’s Igloo would be advantageous
This role will give you exposure of the full Risk function’s deliverables which include Own Risk and Solvency Assessments (ORSAs), Commercial Insurer’s Solvency Self-Assessment (CISSAs) and Group Solvency Assessments (GSSAs), Internal Model Validation as well as risk focussed review of pending transactions for the business.
More Information
- Experience Level Junior
- Total Years Experience 0-5
