help businesses and individuals protect their assets and manage risks. What you need to know: The role involves working in the Capital Modelling and RiskAnalytics Team, including the AIG Group model used for capital, risk management and portfolio management at a firm-wide level as well … AIRCO (Bermuda) and other models. Some of the key responsibilities include: Support model parameterisation, model update, testing and review of results. Support the market risk team in the development and documentation of financial models Investigation of existing methodologies and development of new methodologies to meet business requirements. Support the … What we’re looking for: Postgraduate degree in Mathematics or Statistics, or Actuarial student making progress towards qualification. Ideally 2+ years of experience in risk and Capital Modelling for an Insurance company. Experience of using with programming languages, such as Python, R or MatLab, and ability to learn new more »
with a trading and insurance company in London who specialise in using the latest Quantitative methods and AI/Machine Learning concepts to run riskanalytics for their industry leading clients. They are seeking a Software Developer who is skilled in Python to build out a number of more »
this market-leading finance firm, you will play a pivotal role in the development team, contributing to the creation of high-quality pricing and riskanalytics platforms for their listed and OTC cross-asset derivatives business. Responsibilities: Design, code, and test all components of modern applications. Contribute to more »
credit modelling experience. IRB experience and advantage but not essential. This role is in the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. They are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital … PD, LGD and EAD models. These models are used to determine the level of risk associated with individual borrowers, and drive the determination of the Bank's regulatory capital requirements. The team is currently undertaking a multi-year redevelopment of all IRB models followed by the rollout of new … IRB models, which represents a key strategic objective for the bank. The role involves working closely with our colleagues across the Business, Credit Risk and the Chief Data Office. This role reports into the Head of Specialised Lending IRB Model Development, and will play a leading role in the more »
