Modeling Actuary

  • 33635
  • Life - Actuarial
  • |
  • Netherlands
  • |
  • May 8, 2018
  • |
  • Dutch
Insurance
RESPONSIBILITIES
  • Meeting financial, actuarial, risk, and capital reporting requirements in a timely manner while ensuring accuracy and completeness of the deliverables, whether quantitative or qualitative.
  • Develop valuation models and continue to bring process enhancements to the valuation and capital reporting process.
  • Ensure actuarial models are maintained to perform cash flow projections and aggregation/reporting under applicable financial reporting frameworks, as well as risk and capital modeling as required under Solvency II and the company Internal Framework Continue with ongoing developments and enhancements to the modeling framework to ensure future business needs are met and for the scalability of the company as a growing reinsurer.
  • In the short-to-medium term, take a lead in IFRS 17 implementation with respect to actuarial data and modeling systems, taking into account cross-organization requirements of other departments.
  • Adhere to strict discipline towards model governance topics such as version controls as well as sound and complete documentation participate in model validation activities bring clarity to the team in terms of the model inner workings, capabilities, dependencies, limitations, and risk; both in terms of quality written documentation and verbal support.
  • Support the company projects and one-off tasks as needed.
QUALIFICATIONS
  • University degree in computer science and/or quantitative skills.
  • 3-6 years working experience in actuarial or risk modeling.
  • Computer programming, and business tools from the Microsoft suites.
  • Problem solving capabilities within the actuarial model with the ability to connect the modeling aspect to the larger business requirement.
  • Knowledge of actuarial topics related to insurance product characteristics, valuation concepts and applicable reporting frameworks typical to a multinational European re/insurance entity.
  • Fluent in English.
  • Candidate trait strong, Excellent communication skills.
  • Assertive and adaptive in changing environments and situations.
  • Integrity to uphold risk management principles.
  • Process oriented yet pays attention to detail.
  • Ability to keep the big picture of the organizational goal and dependencies in mind despite the model focus.
  • Self-starter and able to work in teams.