Head of MCEV Modelling

  • 36276
  • Life - Actuarial
  • |
  • Switzerland
  • |
  • Nov 21, 2019
  • |
  • German
Insurance
RESPONSIBILITIES
  • Review and enhance the existing Prophet models for both Individual Life and Group Life.
  • Review and enhance current MCEV processes and controls.
  • Design and implement both new products and new features into the existing actuarial cash flow models.
  • Assess impacts on economic metrics from updating assumptions.
  • Take an active part in the actuarial design of IFRS 17 and in its implementation into existing models and processes.
  • Timely and accurate report of quarterly actuarial economic metrics, i.e. MCEV, new business value, sensitivities, Swiss Solvency Test, IFRS 17.
  • Provide business insights to the management.
  • Support senior management with ad-hoc analysis.
QUALIFICATIONS
  • University Degree in actuarial sciences, mathematics, physics.
  • Qualified Actuary.
  • Minimum of 7 years of relevant business experience.
  • Excellence competences in Prophet modelling are essential, other programming skills allowing for designing and implementing innovative solutions are a strong plus.
  • Proven experience in actuarial reporting, preferably in MCEV.
  • Strong people management skills.
  • Project management experiences in an agile environment.
  • Fluent in English and German.
  • Solid technical knowledge of Swiss insurance products, Swiss accounting and reserving guidelines and practices.
  • Strong technical and problem-solving skills allowing for the holder of the role to effectively carry out model enhancements and analysis of the business.