Senior Manager, Market and Credit Risk Modelling – **

OverviewResponsibilities:Lead the setting of the risk methodologies & calibration processes for market and credit risk, including (but not limited to) Economic Capital, Regulatory Capital (Solvency II and Bermudan regulatory frameworks) and Stress and Scenario TestingSupport the setting of the governance and operating model around the development of risk models for market and credit riskReview and challenge proposed methodology changes at both Group and Business Unit levels, propose alternative approaches when neededKeep up to date with regulatory frameworks (Solvency II, BMA, ComFrame/ICS) and advise on appropriate capital treatment for specific / complex investment exposures (including the use of company specific parameters)Support and review the implementation of market and credit risk models by the relevant development teams (internal/external)Qualifications required:Qualification in a quantitative discipline (e.g. quantitative finance, actuarial sciences, mathematics)Experience required:7+ years’ experience in a quantitative field within financial servicesProven experience in developing quantitative models for market and credit risk, preferably regulatory-approved Internal ModelsExperience in project management with active stakeholder managementExcellent understanding of financial products across fixed income, equity, alternatives and derivativesGood knowledge of regulatory frameworks (Solvency II a must, Bermuda / IAIS a distinct advantage)Excellent MS Office skills, knowledge of programming languages (e.g. R, Python, VBA) a distinct advantage