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FTC (to end 2025/6-9 months) Financial Risk Manager
Actuarial Futures
London
On-site
GBP 100,000 - 125,000
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Job summary
An established industry player is seeking a qualified risk manager for a 6-9 month fixed-term contract in London. This role offers a unique opportunity to contribute to the identification and assessment of financial risks, including capital, investment, and liquidity risks. The successful candidate will validate the Internal Model, focusing on the Investment Risk Model and ensuring the appropriateness of financial market assumptions. If you have a proven track record in risk management frameworks and knowledge of Solvency II, this is an exciting chance to make a significant impact in a global firm.
Qualifications
- Qualified risk manager with extensive experience in risk management frameworks.
- Knowledge of Solvency II and UK regulation trends is essential.
Responsibilities
- Identify and assess financial risks, including capital and liquidity risks.
- Provide formal risk opinions to outline impacts on risk profiles.
Skills
Risk Management
Capital Modelling
Investment Risk Analysis
Liquidity Risk Management
Solvency II Knowledge
Education
FIA/FFA/CFA Qualification
Tools
Economic Scenario Generator
Job description
Are you a qualified risk manager (FIA/FFA/CFA) looking for a year-end, 6-9-month FTC within a global London market firm?
Then this is a fantastic opportunity to contribute to the identification and assessment of the financial risks faced by the firm, in particular capital, investment and liquidity risks.
You will also provide formal risk opinions, as required, to outline potential impacts on the risk profile and control environment.
In addition, you will assist in the validation of the Internal Model (with a particular focus on the Investment Risk Model) and the appropriateness of financial market assumptions derived from the Economic Scenario Generator.
With a proven track record of delivering strategic risk lead initiatives, the successful candidate will possess extensive experience of risk management frameworks and methodology with detailed knowledge and experience of Solvency II and current trends in UK regulation.
Experience in risk and capital modelling including Economic Scenario Generators is also required.
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