Credit Risk & Modelling Actuary

Credit Risk & Modelling Actuary

Posted 2 weeks ago by Lorien

Negotiable
Undetermined
Onsite
City of London, London
p>Credit Risk & Modelling Actuary

Hybrid Working - London/Edinburgh/Birmingham - 1 day a week on site.

Financial Services

Lorien's leading banking client is looking for a Credit Risk & Modelling Actuary to join the existing team on a brand-new project.

This role is based in London, Edinburgh, or Birmingham.

This role will be Via Umbrella.

Working in a Hybrid Model of 1 day a week on site.

The job involves will lead the development of the credit capital model for illiquid assets such as Commercial Real estate Loans and Project Infrastructure, supporting a Major Model Change application.

Essential skills / experience

  • Experience with credit capital modelling
  • Familiar with the relevant SII regulations
  • Able to work effectively with other teams such as Risk, Credit rating, Finance.

Nice to have skills / experience

  • Capital experience with illiquid assets such as CREL and PI
  • Good understanding of the rating model for illiquid assets

IND_PC3

Carbon60, Lorien & SRG - The Impellam Group STEM Portfolio are acting as an Employment Business in relation to this vacancy.