Market Risk Manager

Employer
Arthur Financial
Location
London, UK
Salary
Competitive
Closing date
16 Oct 2020

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Sector
Accountancy
Contract Type
Permanent
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Working for the Head of Risk the successful candidate will support and help shape risk oversight of the investment portfolios as well as any financial market risk arising from the business.

You will work closely with the first line investment team to support their portfolio management and strategy from a risk management perspective, with the capital team to support the calibration and validation of the internal model developed and with the Actuarial teams to maintain a liability-based benchmark for the asset portfolio.

Key responsibilities

Support the calibration and validation of market and credit risk parameters for use in capital modelling

Develop and maintain a stress and scenario testing framework

Develop and implement new risk processes and systens

Review the liability-based benchmarks

Monitoring liquidity risk and the groups liquidity risk framework

Support risk review and advice on sign offs on any expansions or significant variations to existing portfolios, including new products and market expansions

Requirements

Financial/Investment risk experience ideally from an insurance company, actuarial consultancy or ratings agency

Sound understanding of investment fundamentals, asset classes, sectors and principles.

Good understanding of risk management methodologies including VaR

Good understanding of risk-based economic models including Solvency II. • Significant experience with quantitative risk modelling, ideally with practical experience with stochastic risk models.

Graduate degree or professional qualifications in financial modelling, economics, quantitative risk or equivalent.
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