Job Description

Orange Malone is working exclusively with a large insurance company to help find a Senior Manager, Risk Modelling specialist who will be focused on risk modelling/aggregation and insurance risk.

You MUST have insurance experience and you MUST have Solvency II or some other actuarial type experience. Please do not apply if you don't have either of those!

The initial emphasis will be on finishing the processes around the modelling of insurance risks and the development of their internal aggregation approach. But it's a varied role so you need to be comfortable doing a range of tasks from liaising with the C-suite and regulator to doing some fairly basic modelling work.

The team is the 'owner' of the regulatory methodologies and the Economic Capital model and although these should be finished development by the end of the year, they will also have to be maintained along with the SST frameworks.

Ideally you'll have:

• 7+ years’ experience in a quantitative field within insurance

• Qualification in a quantitative discipline (e.g. quantitative finance, actuarial sciences, mathematics)

• Proven experience in developing insurance risk and risk aggregation models, preferably regulatory-approved Internal Models and/or Economic Capital Models

• Experience with risk aggregation techniques

• Experience in the Insurance Sector, knowledge of life insurance products across Europe a plus

• Experience in project management with active stakeholder management

• Good knowledge of regulatory frameworks (Solvency II a must, Bermuda / IAIS a distinct advantage)

• Excellent MS Office skills, knowledge of programming languages (e.g. R, Python, VBA)

Please DO NOT apply if you have no UK based experience or less than 7 years of work experience within insurance/related field.

ORANGE MALONE LTD

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Senior Manager, Insurance Risk Modelling