Investment Risk Analyst

City of London, London
14 Jul 2017
13 Aug 2017
Contract Type
Full Time

Investment Risk Analyst | London | Insurance | Lloyd’s

Maintain the asset module of the internal model. To provide risk reporting for the internal stakeholders and to drive the development of asset risk reporting & modelling.

Working with the investment team to ensure that risk is properly considered in the development of investment strategy.

Working alongside the capital team to make sure that market risks are appropriately captured in the internal models.

Role Purpose:

  • Manage and control quarterly ESG calibration data, provided by third party.
  • Manage and control mapping of asset disposition data to ESG outputs.
  • Maintain and develop additional modelling functionality for non-standard assets.
  • Run and develop the asset module as required to meet the internal model requirements of the capital team.
  • Maintain and control modelling framework and outputs of the asset module.
  • Maintain comprehensive, accurate records of investment dispositions, to support risk modelling.
  • Provide regular and flexible reporting of market risks to a range of internal stakeholders, as required.
  • Provide flexible asset and asset/liability risk reporting to support investment decisions of the investment team.
  • Assist in the analysis of new investment initiatives and strategies.
  • Be aware of industry developments in market risk modelling and propose/develop improvements to risk modelling as appropriate.


  • Strong academic record including at least a 2:1 classified degree or equivalent.
  • Near qualification or 1 - 2 years post qualification in the actuarial exams

Tech Experience:

  • 2 - 5 Years’ experience.
  • Experience in an investment or insurance actuarial role
  • Good understanding of stochastic modelling techniques
  • Good knowledge of the operation of financial markets
  • Understanding of the relevance of asset/liability management in an insurance environment

Competencies :

  • Technical Competence/expertise
  • Business/Financial acumen
  • Purposeful communication
  • Objective setting
  • Business Awareness/Corporate Thinking

Salary £50,000 - £80,000 Based in London

Investment Risk Analyst | London | Insurance | Lloyd’s

Reece Jagger