SST Production Lead recruitment
As a key member of the Economic Capital Modeling (ECM) team you will be responsible leading and coordinating the bi-annual production of SST results for the Group and its major entities. You will lead and coordinate the production of Solvency II internal model results for all EU subsidiaries of the Group, understand the models, participate in and promote the ongoing development of the methodology in close cooperation with Group Risk Management. Further you will work very closely together with the ECM Capital Planning team to support risk-based and economic decision making, closely together with the ECM Technical Solutions team for developing the supporting IT infrastructure and closely with Life and Non-Life actuarial, Investment Management, Group Risk Management and the Group Controller Department. Last but not least you will have high aspirations, establish a high-performance culture and strive to build better understanding of various capital models and the underlying interdependencies.
You have a Master in mathematics, physics, quantitative finance or related subjects, several years of experience in the area of economic solvency, risk based capital models and insurance regulation and experience in managing projects and leading people through times of change. Further a MBA, CFA, qualified actuary or GARP is a clear advantage. You are fluent in English, whereas other language skills are an advantage, and you are proficient with MS office applications. We expect solid financial acumen, excellent understanding of Economic Capital Models (RBC, SST), excellent understanding of regulatory requirements, several years of experience in Capital modeling and understanding of Life and General Insurance. You are a pragmatic problem solver that can cope with an imperfect world, have strong relationship building skills, as well as sound communication skills and hands-on attitude (spreadsheet, modelling, S+).
If you like working in a truly international and multicultural environment then we look forward to your on-line application in English.