Quantitative Insurance Specialist

  • 37754
  • Non-Life - ILS
  • |
  • Switzerland
  • |
  • Jul 17, 2020
Bank or Investment Advisor
RESPONSIBILITIES
  • Model and quantitatively assess defined non-life insurance risks and transactions, including Nat Cat.
  • Work closely with the Head of Analytics on quantitative aspects of assessing and modelling ILS portfolios.
  • Work closely with the origination team and the fund managers to control company’s overall risk profile for funds under management.
  • Develop and maintain the proprietary applications for reinsurance pricing, portfolio optimization, valuation and reporting.
  • Assess, decide and maintain third party provider tools and databases assisting the company in the management of the ILS fund and ILS structuring for clients.
  • Support specification and test of data models and user interfaces within ongoing IT projects.
  • Contribute to development of quantitative methodology, concepts and warehouse of intellectual capital.
QUALIFICATIONS
  • Master or PhD in mathematics, physics or related area, additional courses in computer science are an advantage.
  • Ongoing or successfully completed study for a professionally acknowledged qualification.
  • Insurance professional with more than 2 years of experience, ideally in the area of actuarial or risk modelling/quantitative risk management, within a financial services company, consultancy or regulatory/rating environment.
  • Practical experience in statistical analysis using Matlab, Python or R.
  • Sound understanding of technical issues, particularly in actuarial matters.
  • Knowledge of object oriented design and data modelling; strong analytical skills.
  • Ability to apply mathematical thinking, manage complexity and arrive at consensus/compromise within given time frame.
  • Active listener with ability to draw input from other, persuasive and articulate communicator in a multi-cultural environment, both verbally and in writing.
  • DevOps knowledge and its tooling is a plus.
  • Pragmatic, efficient and effective achiever in reaching conclusions and/or decisions.