Credit Modelling Actuary

Credit Modelling Actuary

About the Role:

We are seeking a highly analytical and mathematically focused Credit Modelling Analyst to join our Credit Modelling Factory team. This role will be instrumental in developing a robust capital model tailored to infrastructure investments, with a particular focus on illiquid assets. You will contribute to the design and implementation of methodologies that support capital adequacy assessments and risk quantification for long-term, complex infrastructure exposures.

Key Responsibilities:

• Develop and implement capital models for infrastructure credit portfolios, with a focus on illiquid assets.
• Design and document modelling methodologies aligned with regulatory and internal capital requirements.
• Collaborate with risk, finance, and data teams to ensure model inputs and assumptions are robust and well-justified.
• Conduct quantitative analysis and scenario testing to validate model performance and sensitivity.
• Support model governance processes, including validation, audit, and regulatory review.
• Translate complex mathematical concepts into clear, actionable insights for stakeholders.

Required Skills & Experience:

• Strong background in capital modelling, ideally within credit risk or infrastructure finance.
• Proven experience developing or validating models for illiquid assets.
• Deep understanding of modelling methodologies, including stochastic modelling, stress testing, and scenario analysis.
• Advanced proficiency in mathematical modelling and statistical techniques.
• Experience with programming languages such as Python, R, or MATLAB is highly desirable.
• Familiarity with regulatory frameworks (e.g., Solvency II, Basel III/IV) is a plus.
• Excellent communication skills, with the ability to explain technical concepts to non-technical stakeholders.

If the above aligns with your skill set please submit CV for consideration

Carbon60, Lorien & SRG - The Impellam Group STEM Portfolio are acting as an Employment Business in relation to this vacancy.