Senior Quantitative Analyst, Credit risk, Pillar 3 Risk

London  ‐ Onsite
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Description

Senior Quantitative Analyst, Credit risk, Pillar 3 Risk & Analytics, London 6 months

Major Insurance Firm is looking to appoint a Quantitative Analyst to their Risk Analytics team on a contract basis. With knowledge of Credit Fixed Income, Rates and Interest Rate Fixed Income, ABS, Equities, Property.

The Risk Analytics, a team within provides the quantitative financial analysis for the group. This team is responsible for financial reporting & financial analysis across the Group and the provision of risk solutions including asset data, analytics libraries, risk measurement and MI covering both external regulatory (SII, IFRS) needs and those of other internal reporting metrics (eg Economic Capital, ALM and Portfolio Credit Risk)

Development is generally performed by IT but all other aspects of the change management process are managed by Risk Analytics (including internal model change, stakeholder management, project delivery management, and release management).

The team are also responsible for asset classification, credit ratings & asset data services.

This role is to support the asset data services including asset classification and credit rating. The occupant will act as a service provider to customers (business unit or specified projects).

Principal Accountabilities:
  • Support and deliver the monthly asset data load for the EC, IRT and all other relevant work streams by ensuring reliable & accurate asset feeds
  • Supporting with the sourcing and cleansing of the Pillar 3 reporting data on a quarterly and annual basis to ensure that it is accurate, complete and fit for purpose
  • Maintenance of the 3rd Party data required for EC, IRT and Pillar 3 reporting
  • Validation of Pillar 3 data using defined tools (SIIAssist and Magnify) to ensure that the data complies with the Solvency II reporting requirements
  • Supporting Fund Accounting with the reconciliation of the Pillar 3 financial data to the reporting entities trial balances and other sources
  • Research and document data sources and impacted targets creating end-to-end process rules & flows
  • Work in a team environment and serve as technical/data subject matter expert for projects
  • Identify and map critical data elements, sources and processes for client, service, product and institutional data
  • Evaluate and implement data quality controls, and develop and document procedures for reliable and repeatable data collection and usage
  • Help to insure that the data governance standards are adhered to maintain and support data integrity
  • Help to insure that initiatives are adhered to including storage of artifacts, traceability, version control and change control

Qualifications:

Bachelor's degree in Computer Science, Actuarial Science, Finance, Math, Economics or related discipline

Knowledge:

  • Strong data sourcing, asset pricing and valuation knowledge with an understanding of how market and asset data will modify the valuation
  • General knowledge a wide range of asset classes covering Credit Fixed Income, Rates and Interest Rate Fixed Income, ABS, Equities, Property
  • Proven ability to address and use initiative to deliver solutions to technical and business problems
  • Experience and understanding of economic capital calculation in a Solvency II context
  • Experience in a life-insurance environment with-profits or annuities background or related industry

Skills:

  • Strong mathematical and quantitative skills
  • Strong oral and written communication skills
  • Strong analysis and problem-solving skills
  • Use of Microsoft Excel, including VBA
  • Knowledge of BAU and the necessary attitude towards Live Production systems
  • Good presentation skills

If you wish to apply for the above position, please call me or email

Please be advised if you haven't heard from us within 24 hours then unfortunately your application has not been successful on this occasion, we may however keep your details on file for any suitable future vacancies and contact you accordingly.

Pontoon is a global HR outsourcing company specializing in improving an organization's talent. We manage the contingent workforce and statement of work resources on behalf of our clients, as well as source and recruit direct hires. Pontoon's approach results in significant cost savings and revenue improvement, increased worker quality, workforce insight and greater regulatory compliance. A division of Adecco with operations in nearly 100 countries and with more than 1,500 colleagues worldwide, the Jacksonville, Florida-based organization delivers solutions to more than 150 industry-leading companies.

Start date
ASAP
Duration
6 months
From
Pontoon
Published at
16.12.2017
Project ID:
1471916
Contract type
Freelance
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