A globally active insurance firm is seeking an Investment risk analyst to join its London-based team.
Key Responsibilities
- Develop and maintain regulatory capital and cashflow projection models, supporting scenario analysis and stress testing across multiple entities and jurisdictions.
- Monitor and manage market risk exposures, including interest rate and foreign exchange sensitivities within a derivatives framework.
- Contribute to asset-liability management and investment strategy, supporting allocation decisions and capital optimisation initiatives.
- Build and enhance quantitative tools (Excel/Python) to analyse asset and liability cashflows and support internal modelling frameworks.
- Prepare materials for senior stakeholders, including committees and regulatory bodies, with opportunities to present findings.
Candidate Profile
- 2–4 years’ experience in a quantitative role within investment risk, ALM, insurance, or a related field.
- Familiarity with regulatory capital frameworks and market risk concepts is advantageous.
- Comfortable working in a lean, high-impact environment with direct exposure to decision-making processes.
Qualifications & Experience
- Degree in a quantitative discipline (e.g. Mathematics, Economics, Finance, Actuarial Science, or similar).
- Understanding of balance sheet dynamics within insurance or financial institutions.
- Exposure to capital modelling frameworks (e.g. Solvency II or equivalent regimes) is beneficial.
Skills
- Strong analytical and quantitative capabilities.
- Advanced Excel modelling skills; working knowledge of Python preferred.
- Clear communication skills, with the ability to translate technical outputs for senior audiences.
- Familiarity with interest rate risk metrics (e.g. duration, sensitivities) is desirable.
- Detail-oriented, with the ability to manage complex datasets under time constraints.