Capital Modelling - Market Risk - Contract

Titolo: Capital Modelling - Market Risk - Contract
Tipologia di contratto: Contract
Luogo: Dublin, Republic of Ireland
Stipendio: Negotiable
Job list.duration: 3 months
Arbitro: CARMIRE2709_1569599904
Nome del contatto: Chris Armstrong
Contatto email:
Lavoro pubblicato: mesi 8 fa

Descrizione del lavoro

Leading insurance client requires contractor to support on development of Economical Capital Models. The ideal candidate will have a professional qualification (Risk, Actuary) with experience in Actuarial or Risk function.

This is a day-rate contract opportunity for 3 months initially, based in Dublin

Insurance client requires a contractor to support the development of Economical Capital Models, with a specific focus on Market Risk. The ideal candidate will have a professional qualification (Risk, Actuary) with experience in Actuarial or Risk function.

The ideal candidate will be available in the next few weeks to work at least 3 days in Dublin. You will have a quantitative background in Risk or Actuarial from asset management, banking or insurance.

Location: Dublin. Possible 2 days working from home.

Duration: 3 months + extensions

Rate: Daily Rate contract role - Market Rates dependant on experience

Start: As soon as possible - ideally before end of October

Role: Development of Economic Capital models for market risks.

The client is open to considering alternative backgrounds as long as the core knowledge around capital models and market risk can be demonstrated.

Skills required

  • Strong background in Quant subject ideally with professional qualification (i.e. Risk, Actuarial)
  • 5+ years' experience within a risk, investment or actuarial function
  • Economic capital modelling and strong knowledge of market risk
  • Solvency II knowledge would be beneficial
  • Ideally understanding of assets or investments - derivatives, fixed income, equity,
  • Strong excel skills with other programming language such as R, Python, C++. SAS etc.

Please contact Chris Armstrong with a copy of your CV and for further information.

Oliver James Associates specialise in Actuarial/Risk contract recruitment in Ireland