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European Insurance and Occupational Pensions Authority (EIOPA) published technical information on the relevant risk free interest rate term structures (RFR) with reference to the end of May 2016. The technical information is calculated according to the coding released in February 2016 and updated today. |
The update is based on the amendments to the new risk-free rate technical documentation published on 31 May 2016.
These amendments were done to avoid the impact of negative euro swap rates on the calculation of the credit risk adjustment to the RFR and to reflect the removal of Thai baht interest rate swaps for the maturities of 6, 8 and 9 years from the list of instruments used to derive the RFR for the Thai baht. More details are available here. |
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| London Market risk leader | ||
| London/hybrid 2-3dpw office-based - Negotiable | ||
| London Market risk management | ||
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| Data-driven pricing analyst | ||
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| Senior Pensions Administrator | ||
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| Capital Actuary | ||
| London - £140,000 Per Annum | ||
| Reporting Manager - South East/Hybrid | ||
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| Any UK Office location / Hybrid working, 2 days p/w in office - Negotiable | ||
| Senior BPA Leader | ||
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| Risk Settlement Project Support | ||
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| Risk Settlement Lead | ||
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| Head of Capital | ||
| London - £160,000 Per Annum | ||
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| London - £150,000 Per Annum | ||
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| London / hybrid 3 dpw office-based - Negotiable | ||
| BPA Analyst - Non-actuarial | ||
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| Pensions (Scheme) Regulation Director... | ||
| London or Birmingham with flexible hybrid working - Negotiable | ||
| Cross-Asset Structurer - International | ||
| Zurich - Negotiable | ||
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