Head of Credit Risk Model

  • Location:

    London, England

  • Sector:

    Actuarial – Life

  • Job type:

    Permanent

  • Salary:

    £125000 - £135000 per annum + Car allowance and benefits

  • Contact:

    Louise Capone

  • Job ref:

    loca1406_1560536598

  • Published:

    5 months ago

  • Expiry date:

    2019-07-14

  • Start date:

    asap

This Head of Credit Risk Modelling is a newly created role which will be responsible for the ongoing approval and management of the credit risk model. As well as this you will help build a team beneath you that will manage the development, calibration and methodology of the model.

Your main duties will include:

  • Overseeing and reviewing the performance and appropriateness of the approved credit risk model
  • Oversee 1st line validation
  • Request changes that will make the model more efficient and effective
  • Above all ensuring the model continues to be integrated across the wider business with your key stakeholders including the CRO, CFO, CIA and Chief Actuary
  • Manage the day to day running of the team including staff management and performance

This is a unique opportunity to build and direct a team while having a clear voice at the board table - you will be in a prime position to implement change and influence key stakeholders across the business.

This role would suit an experienced qualified actuary with excellent stakeholder management skills. Someone with a deep understanding of SII, credit risk and modelling methods and a proven track record in managing a team.

On offer is a competitive salary with excellent benefits.

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