# Quantitative Risk Analyst (12 month FTC)

**Company**: Davies
**Location**: London
**Work arrangement**: hybrid
**Experience**: senior
**Job type**: full-time
**Category**: Finance
**Industry**: Finance

**Apply**: https://davies.pinpointhq.com/en/postings/255dfe6d-19bc-494a-a128-61854fadffa1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_3611b3c9-086

## Description

We are seeking a Quantitative Risk Analyst to join our Risk and Compliance team at Davies in London. As a Quantitative Risk Analyst, you will play a key role in supporting the development and maintenance of quantitative elements of the risk management framework across multiple syndicates and clients within a portfolio.

**Key Responsibilities**

- Develop and maintain quantitative elements of the risk management framework

- Support quarterly monitoring and development of Actuarial and Exposure Management related Risks and Risk Appetites

- Produce draft reporting and support the preparation of Syndicate ORSA documentation

- Contribute to internal model validation and governance processes, ORSAs, stress testing frameworks, and foster cross-functional collaboration

- Support SCR Validation processes, including those required for Internal Model Approval Processes, Major Model Change submissions, and summer LCR submissions

- Work with internal Actuaries, external Validators, and Exposure Management on Validation

- Undertake Operational Risk Validation and draft reports to the Internal Model Technical Group (IMTG), Internal Model Steering Committee (IMSC), and other forums as required

- Support the production of Validation Reports, including drafting sections as directed

- Collaborate with the Central Capital team and (Senior) Syndicate Actuaries

- Complete Stress and Scenario testing as directed by the Senior Risk Analytics Manager

- Maintain strong working relationships with Actuarial and Exposure Management Team colleagues, alongside other relevant Teams at Asta

**Skills, Knowledge & Expertise**

- Strong analytical and numerical capabilities with experience interpreting complex datasets and identifying trends, exposures, and emerging risks

- Experience using statistical, actuarial, or risk modelling techniques

- Understanding of insurance risk categories, including underwriting, reserving, capital, operational, and exposure management risks

- Experience supporting Internal Model, Partial Internal Model, or Standard Formula/Standard Model environments

- Knowledge of model governance, model validation, capital requirements, and regulatory expectations

- Exposure to SCR validation, model change processes, or capital adequacy assessments is desirable

- Experience contributing to ORSA production and wider risk management reporting

- Knowledge of stress and scenario testing frameworks, including analysing the impact of adverse risk events on capital and solvency positions

- Ability to communicate quantitative findings clearly to stakeholders

- Experience preparing reports, papers, and presentations for governance committees, boards, or senior stakeholders

- Strong written communication skills with the ability to document methodologies, validation findings, and risk assessments clearly and accurately

- Proven ability to build effective working relationships across Risk, Actuarial, Exposure Management, Capital Modelling, and wider business functions

## Skills

### Required
- Quantitative Risk Analysis
- Data Skills
- Statistical Modelling
- Actuarial Techniques
- Risk Management
- Governance
- Technical Reporting
- Stakeholder Management

### Nice to have
- Lloyd's
- Syndicate
- Internal Model
- Capital Modelling
- SCR Validation
- Model Change Processes
- Capital Adequacy Assessments
- ORSAs
- Stress Testing
- Scenario Analysis

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Source: [Apply at davies.pinpointhq.com](https://davies.pinpointhq.com/en/postings/255dfe6d-19bc-494a-a128-61854fadffa1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)