Risk Manager - Quantitative

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

Risk Manager - Quantitative page is loaded## Risk Manager - Quantitativelocations: UK - London ( St Botolph )time type: Full timeposted on: Posted Todayjob requisition id: 2026-34**Job Title:** Risk Manager - Quantitative**Reporting to:** Head of Risk**Direct Reports:** Two (Senior Analyst and Analyst)Standing still is not an option in the current world of Insurance. TMHCC are one of the world’s leading Specialty Insurers. With deep expertise in our chosen lines of business, our unparalleled track record and a solid balance sheet, TMHCC evaluates and manages risk like no one else in the industry. Looking beyond profit, empowering our people and delivering on our commitments are at the core of our customer values, and so is a desire to grow and provide creative and innovative solutions to our clients.**Job Purpose:**This role will play a key role in embedding quantitative analysis within the risk management framework. The role focuses on validating economic capital models and monitoring performance against risk appetite statements. Additional responsibilities include contributing to ORSA reports, stress and scenario analysis, and emerging risk assessments.**Key Responsibilities:**Model validation – validate 3 models at varying levels of granularity:* Lloyd’s Syndicate Model: Prepare validation reports to regulatory standards, design and perform validation tests, and coordinate external reviews.* Non-Approved Internal Models: Conduct high-level validation targeting key uses of the model.Risk appetites & metrics:* Maintain the risk appetite statements and monitor in line with the overall framework.* Provide regular reporting against risk appetites, discussing breaches with the business, documenting the reasons and actions required and flagging exceptions for management action.* Integrating the statements and metrics into the quarterly risk reviews of the risk register.* Improve risk metrics dashboards, ensuring accuracy and sophistication.* Responsible for the annual review of risk metrics ensuring their continued relevance and develop new metrics and their risk appetites as required.Own Risk and Solvency Assessment (ORSA):* Contribute to annual ORSA reports for all entities.* Maintain quarterly ORSA summaries.Stress & Scenario Analysis:* Design, develop, and quantify stress and scenario tests for the key uses, i.e. the ORSAs, validation, capital setting, operational risk and business plan stress testing.* Continue to develop climate change scenarios.Contribute to the wider Risk Management Framework:* Assisting with maintenance of the Emerging Risks register, including performing deep dive reviews of current hot topics.* Contribute to risk/control owner meetings leveraging off the deliverables mentioned above.**Performance Objectives:**Building strong relationships across the organisation and managing stakeholders effectively is essential to ensure collaboration and alignment on objectives. High attention to detail with reporting and MI deliverables. Ensure deadlines are consistently met. Continuously improve deliverables.**Skills and Experience Specification:**Essential:* Relevant experience in quantitative risk, validation, or actuarial functions.* Familiarity with capital modelling principles and stochastic modelling techniques.* Strong analytical and collaborative skills.* Excellent stakeholder management and communication skills.* Ability to manage projects effectively.Desirable:* 1st line capital modelling or validation experience.* Knowledge of Remetrica or any other Capital modelling platform is desirable.* Managerial experience of an individual/team before.**What We Offer**The Tokio Marine HCC Group of Companies offers a competitive salary and employee benefit package. We are a successful, dynamic organization experiencing rapid growth and are seeking energetic and confident individuals to join our team of professionals.The Tokio Marine HCC Group of companies is an equal opportunity employer. Please visit www.tmhcc.com for more information about our companies.#LI-NW1 #LI-Hybrid