Life Insurance Risk & Actuarial Expert recruitment
In this senior role you will support Group Risk Management in particular on the independent validation of the models for Life liability, Life business risk and Life liability replication portfolios. Therefore you will investigate key aspects of each risk model reviewing the specification of the model, its key assumptions main methodology components and its performance. With respect to Life liability, life business risk and life replicating portfolio modelling you will coordinate and contribute to the development and execution of the validation framework. You will in particular develop and execute quantitative and qualitative validation procedures in cooperation with model developers and other risk actuarial experts, and 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 actuarial science or a quantitative discipline such as mathematics, physics, econometrics you should add at least 3-5 years of practical experience in a life actuarial or life risk management function, preferably in economic capital modelling or quantitative risk analysis. In depth knowledge of MCEV/EEV and life risk modelling, pronounced analytical skills and proficient written and spoken English is a must. Further essential assets are a strong life actuarial and mathematical / statistical background, good knowledge of software applications such as S+/R or MatLab and knowledge of life actuarial software such as Prophet and MoSes. We expect a highly independent, initiative and committed expert with good 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.