Job Summary and key duties and responsibilities:
The team is in charge of producing, analysing and reporting the capital results from the Internal Model for Group and local entities. The role reports into the Head of Risk Model Reporting & Analysis.
In your role as a Senior Risk Modeller, your responsibilities are to,
• Contribute to provide and improve Solvency II internal model related risk reports, analytics and advisory.
• Further develop the use cases of the internal model in various areas for senior and executive management decision, e.g., risk monitoring, liquidity, capital allocation, while closely cooperating and interacting with other departments.
• Closely cooperate and interact with other departments and by this receive a broad understanding of various processes and projects within a truly global Re-insurer.
Required experience & competencies:
• At least 5 years working experience in actuarial/risk reporting and analysis function in (re)insurance
• Strong knowledge of the Solvency II or SST framework and of Internal Models
• Proficiency with MS Excel and previous knowledge of programming languages (e.g., Python)
• Strong conceptual and analytical capabilities plus being able to approach tasks consistently, goal-orientated and independently
• Excellent communication skills and command in English (fluency in either French or German is a plus)
• Open mind-set, team player attitude and appetite for continuous learning and achievements in an international context
• Ability and drive to move things forward
Please contact [email protected] or 016099404 for further information.
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