Quant Risk Manager: Model Validation & ORSA (Hybrid UK)

Tokio Marine HCC; Greater London; On-site; GBP 65,000 - GBP 85,000; Full time

Job summary

A leading specialty insurer in London is seeking a Risk Manager - Quantitative to enhance their risk management framework. This position involves validating economic capital models, conducting stress and scenario analyses, and maintaining risk appetite metrics. Ideal candidates will have relevant quantitative risk experience and strong analytical skills. The role is crucial for ensuring compliance and delivering innovative solutions to clients. A competitive salary and benefits package are offered.

Benefits

Competitive salary

Employee benefit package

Qualifications

• Relevant experience in quantitative risk, validation, or actuarial functions.
• Familiarity with capital modelling principles and stochastic modelling techniques.
• Strong analytical and collaborative skills.
• Excellent communication skills.

Responsibilities

• Validate economic capital models and monitor performance against risk appetite statements.
• Contribute to ORSA reports and perform stress scenario analysis.
• Maintain the risk appetite statements and provide regular reporting.

Skills

Quantitative risk management

Capital modeling

Stakeholder management

Analytical skills

Tools

Remetrica

Job description

A leading specialty insurer in London is seeking a Risk Manager - Quantitative to enhance their risk management framework. This position involves validating economic capital models, conducting stress and scenario analyses, and maintaining risk appetite metrics. Ideal candidates will have relevant quantitative risk experience and strong analytical skills. The role is crucial for ensuring compliance and delivering innovative solutions to clients. A competitive salary and benefits package are offered.