We have partnered with a top Lloyds Syndicate to find them a Quantitative Risk Analyst. In this role the successful candidate will leverage your data and exposure analysis skills, collaborate with diverse teams, and focus on creating clear reports and gaining insights into systemic risks across various categories, including underwriting, reserving, market, credit, and operational risks, as well as emerging risks. The role is broad but some key responsibilities include:

• Contributing to the stress and scenario testing framework
• Support and build the Scenario models
• contribute to the assessment of new emerging or systemic risks, across relevant industry, economic, and academic resources
• work closely with the Risk Management community to deliver consistent, efficient and integrated risk management

This is a really exciting position suitable for someone with quantitative skill set from either non-actuarial or actuarial backgrounds. Please apply below for further details.