Senior Modelling Specialist

  • 35395
  • Non-Life - Actuarial
  • |
  • Switzerland
  • |
  • Jun 18, 2019
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.
  • 5-10 years of general insurance work experience in a financial institution or consulting firm.
  • Solid experience in general insurance capital modelling is a must.
  • 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.