Risk & Capital Modelling | Analyst

/Risk & Capital Modelling | Analyst

The primary purpose of this role is to support the capital modelling team in the delivery of credit capital forecasting and related items. This role support a range of team deliverables including Pillar 1 capital forecasting and Pillar 2 credit (including concentration) estimation for both internal (e.g. ICAAP) and regulatory purposes (e.g. SSM) and any enhancement to the underlying models.

Responsibilities:
• Analyse and produce high quality value-added management monitoring information for the group’s credit portfolios covering required regulatory and operational requirements, key performance indicators, risks and trends.
• Build data sets which are robust and efficient for use across Credit Risk, helping to maximise speed of developments through efficient coding.
• Provide a high standard of documentation on all model development projects.

You will be a part-qualified actuary and highly PC literate with a good knowledge of Microsoft applications and experience in SAS, SQL or VB. SAS in particular would be advantageous.

Please contact paul@acumen-resources.com or +35316099404 for further information.

Acumen Resources specialises in the recruitment of the following professionals:
Chief Actuary | Head of Actuarial Function | Actuarial Director | Actuarial Function Holder | CRO | CFO | Actuarial Manager | Valuations Actuary | Product Development Actuary | Pricing & Reserving Actuary | Solvency II Actuary | Life Insurance Actuary | General Insurance Actuary | Non Life Actuary | Pensions Actuary | Investment Actuary | Capital Modelling Actuary | Capital Management Actuary | Risk Management Actuary | Enterprise Risk Management Actuary | Newly & Nearly Qualified Actuary| Part Qualified Actuary | Trainee Actuary| Actuarial Trainee | Student Actuary | Actuarial Graduate | Dublin | Ireland

By |2017-01-26T10:26:12+01:00May 26th, 2016|Uncategorised|Comments Off on Risk & Capital Modelling | Analyst