Senior Modelling Specialist

  • 33502
  • Non-Life - Actuarial
  • |
  • Switzerland
  • |
  • Apr 9, 2018
Insurance
RESPONSIBILITIES
  • Support the business in the interpretation of Modelling Risk Management policies and standards
  • Challenge the results of inventory and risk assessments
  • Support the definition of the validation scope
  • Review and challenge the results of the validation activities performed by group business functions
  • Specify, implement and execute validation tools and tests
  • Identify, quantify and assess weaknesses and limitations of models
  • Prepare validation reports and documentation
  • Cooperate with key partners in the validation process
  • Provide model knowledge and insights and advise on prioritization for model developments and change processes
QUALIFICATIONS
  • Master degree in Mathematics/Statistics/Finance and qualified actuary, or at least 5 years of relevant work experience in a financial institution or a consulting firm
  • Solid experience in general insurance capital modelling
  • Understanding of risk embedded in insurance or financial products
  • Knowledge of reserving, pricing and risk methodologies
  • Understanding of risks in models, related processes and underlying data
  • Project experience as well as strong communication and relationship building capabilities
  • Strong analytical skills
  • Fluent written and spoken English is a must