Senior Risk and Analytics Manager **Relocation to Bermuda**

This role requires the successful candidate to relocate to Bermuda. All relocation costs will be covered by the employer.

Our client, within the financial services sector in Bermuda, is seeking an experienced Senior Risk and Analytics Manager to join its team.

This role focuses on developing and applying quantitative tools to support risk assessment, financial modelling, and analytical oversight across a range of regulated financial entities. The successful candidate will contribute to the design of analytical frameworks used to evaluate financial resilience, assess modelling approaches, and analyse risk exposures under different economic scenarios.

This is an opportunity for a technically strong professional with experience in financial modelling, actuarial analysis, or quantitative risk management to work on complex analytical challenges within a collaborative environment.

Key responsibilities:

• Develop and maintain financial and risk modelling tools used to analyse reserves, liabilities, and capital positions
• Review modelling approaches and key assumptions used in financial and actuarial models
• Analyse asset and liability risks, including credit, market, and structured asset exposures
• Perform scenario analysis and stress testing to assess financial resilience under adverse conditions
• Review internal capital models and risk aggregation approaches
• Conduct benchmarking and comparative analysis to identify emerging trends and outliers
• Support the development of sound modelling practices, documentation standards, and validation approaches
• Contribute to research and ongoing improvements in quantitative risk analytics and modelling techniques

Qualifications & Experience

• A Master’s degree in actuarial science, quantitative finance, statistics, mathematics, financial engineering, or a related quantitative discipline. Alternatively, a Bachelor’s degree in one of these fields together with a relevant professional qualification (e.g., actuarial designation or equivalent).
• At least 10 years of relevant experience, including senior-level work in actuarial modelling, capital modelling, quantitative risk management, financial engineering, or financial analytics.
• Strong experience in liability and reserve modelling, capital and solvency modelling, and stochastic or scenario-based projections.
• Demonstrated ability to review, validate, and challenge complex financial or actuarial models, including assumptions relating to cashflows, policyholder behaviour, and risk aggregation.
• Experience analysing asset and liability risks, conducting stress testing or scenario analysis, and working with large datasets.
• Advanced programming skills in R, Python, Julia, or similar analytical languages, with experience using actuarial modelling platforms such as Axis, Prophet, or comparable tools.
• Familiarity with model governance, validation practices, and structured model development (including version control tools such as Git).