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Market Risk Manager
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VN-17353
Permanent
London
Up to £90,000
21 July 2020
We're looking for an actuarial qualified Market Risk Manager to join our London based team.
Design and implement updates and replacements to L&G’s market models. Provide pragmatic solutions to remediate weaknesses and meet customer needs. Hands on coding of model developments (e.g. in R, Access, Excel, VBA).
Provide analytical capability within the market risk modelling team to support understanding of the drivers of market risk.
Work with stakeholders to develop and implement appropriate capital model treatments for new asset classes and structures. Communicate and explain the approach to market risk modelling.
Regular production of market calibrations for use in reporting processes including controls to ensure sound capital management.
Diagnosis and explanation of calibration movements.
Drafting and maintenance of market risk calibration documentation.
Quantitative first degree. FIA/CFA or other professional qualification (preferred but not required).
Knowledge of statistical and risk modelling techniques
Knowledge of insurance capital modelling
Financial model development capability including coding (eg R, VBA)
Good written and verbal communications, in particular clear and concise drafting of technical documentation, and ability to explain modelling concepts to non-experts
Whatever your role, we reward ability, performance and attitude with a package that looks after all the things that are important to you. Our employees have a wide range of benefits including a generous pension scheme, life assurance, 27 days' holiday, private medical insurance, performance related bonuses, a variety of share schemes, discounts at both a huge range of high street stores and our own great products, as well as a 12% car allowance scheme, your hard work will be rewarded when you join us.
Please contact clare.williamson@landg.com with any queries.
About L&G
Working here is about being there for our customers; we’re available should the worst happen and we work together to enable social and financial equality across the UK. But it’s also about you –how you develop and what you can achieve. We’ll help your talent thrive in an environment where you’ll be supported to work flexibly and autonomously, sharing in our success and rewarded for a great performance with a generous benefits package.
About the business area
Legal & General Retirement Institutional (LGRI) is the UK’s longest-serving active bulk annuity provider. In the last 30 years we have written more UK business than any other insurer and currently look after over half a million pension policyholders. We are a market-leading and multi-award winning business.
We work with companies and pension scheme trustees to help them honour their Defined Benefit pension promises to their employees. We do this through bulk annuity insurance transactions or pension ‘buy-ins’ or ‘buyouts’, which enable pension trustees to secure their scheme members’ benefits with us. By doing this we:
- help companies to settle their pension liabilities and focus on growing their businesses
- help to support individuals' financial security in retirement
- invest for the long term to back our pension promises.
We are an equal opportunities employer and welcome applications from all suitably qualified persons regardless of their race, sex, disability, religion/belief, sexual orientation, gender identity or age.
