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Senior Analyst
London
Salary: £Competitive
Ref:
ARC20580
You will work within a newly created small team of specialists. You are likely to have, or will develop, an expertise in either pension risk or life assurance risk. Your work is liable to focus on your speciality, but you may well be expected to support all of the Team's work. Our work focus is likely to evolve, but our current work is focused on:

- Reviewing pension risk capital within pillar 2 ICAAP submissions and some ICAS submissions, and leading the development of standards and guidance.

These submissions are a group's or firm's own assessment of how much internal capital they consider is appropriate to hold. Many firms use modelling to determine their capital which incorporate stress testing and scenario analysis. You would be responsible for reviewing and interpreting the information available from those models. This may involve on-site visits and interviews with firms' risk management team and senior management and/or desk-based reviews and analysis. Reviews can typically take anywhere between 1 hour and 3 - 4 days of analysis. You would prepare reports and recommendations to the Supervisors responsible for those firms, and be able to justify your recommendations to senior management.

You will be involved in the evolution of the assessment approach, including the maintenance of reference points and guidance to Supervisors. Your value will arise from your ability to understand pension schemes, prudential capital regulation and modelling.

Assisting in Solvency 2 development, particularly in relation to the use of internal models.
This will involve working with others both internally, particularly policy experts, and externally, including both insurance firms and liaison groups. This work will also involve investigation of individual firms' views and practices in relation to their capital modelling by visit and desk top review. Your particular value will come from your background experience that you bring in both insurance and risk modelling.
 
Job Type: Permanent
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