General Insurance Actuarial Expert recruitment
In this role you will support the Solvency II projects in particular on the independent validation of risk models with focus on General Insurance risk models. You will support Group Risk Management with General Insurance actuarial expertise and in underwriting techniques. Therefore you will investigate key aspects of each risk model reviewing the choice of model, its performance and its optimal use. With respect to premium risk, reserve risk and natural catastrophe risk you will coordinate and support the development, implementation and execution of the validation framework for the model. You will particularly manage validation projects as well as originate validation reports for senior management, supervisory authorities and model developers. We will count on you to interact with many key quantitative teams and supervisory authorities and to actively work in a highly qualified and motivated team. This role may require occasional travel within Europe.
To your master's degree or PhD in a quantitative discipline such as mathematics, physics or econometrics you should add at least 5 years of practical experience in risk management and preferably quantitative analysis. Further essential assets are a strong mathematical / statistical background, good knowledge of software applications such as S+ and MatLab, pronounced analytical skills and proficient written and spoken English. We expect a highly independent, initiative and committed expert with excellent interpersonal, networking and communication skills and with accurate, persistent and efficient working methods.
If you prefer a modern place of work in an international, multicultural environment, then we look forward to your application.