Negotiable
Undetermined
Onsite
City of London, UK
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.