Life Valuation Actuary

  • 37554
  • Life - Actuarial
  • |
  • Switzerland
  • |
  • Jun 12, 2020
  • |
  • French
Reinsurance
RESPONSIBILITIES
  • Best Estimate Reserve valuation.
  • Conduct Experience Analysis Studies.
  • Set up Best Estimate Assumptions.
  • Produce Best Estimate Reserve.
  • Prepare the analysis of variance.
  • Produce sensitivities and Solvency II shocks.
  • Coordinate with other team members to facilitate the consolidation.
  • Update and document the process/results.
  • Contribute to the Loss Distribution production for the GCM.
  • Ensure the development and maintenance of the model.
  • Ensure the model documentation and a robust control framework.
  • Play an active role in the model migration.
  • Design unit test of the current model and the new model.
  • Update and document the process/results.
  • Be involved in the development of the LDTI approach and IFRS 17 approach.
QUALIFICATIONS
  • A qualified actuary with 4+ years of experience in a Life reserving / valuation department, consultancy, or audit.
  • Proficient in Microsoft Office with a concentration in MS Excel.
  • Life reserving techniques.
  • Economic Reporting.
  • Embedded Value.
  • Modelling.
  • Reinsurance knowledge is an asset.
  • Strong communication skills, fluent in English, French is a plus.
  • Able to work independently in a dynamic, international company.
  • Flexible to adapt in a rapidly changing environment
  • Strong work ethic, persistence & drive to look for improvements.