Quantitative Risk Manager & Actuary

  • 37846
  • Non-Life - Actuarial
  • |
  • Switzerland
  • |
  • Jul 30, 2020
  • |
  • German
Reinsurance
RESPONSIBILITIES
  • Contribute to the risk capital modelling within the SST framework, using the standard model for insurance risk for reinsurers.
  • Define and implement automation procedures for the SST calculation.
  • Drive the production of the annual ORSA report.
  • Contribute to the production of quarterly risk dashboards.
  • Model validation and peer review tasks.
  • Assume responsibility for additional qualitative risk management tasks.
  • Reserving analysis of P&C portfolios on bi-annual basis.
  • Support with profitability analysis of the Underwriting Portfolio.
  • Support with the Appointed Actuary report and related analysis.
  • Ad-hoc projects as advised by Management.
QUALIFICATIONS
  • University degree in Actuarial Science / Mathematics / Statistics or related Discipline.
  • Minimum 3 years of relevant experience in P&C re/insurance, preferably in capital modelling and / or P&C reserving.
  • Advanced understanding of at least one of the following areas, and willingness to quickly gain proficiency in the other area: Risk capital modelling within the SST framework, Actuarial P&C reserving methods in re/insurance.
  • Fluency in English, German would be beneficial.
  • Extensive IT skills.
  • Highly creative, self-motivated, and able to withstand occasional time pressure.
  • Strong communication and interpersonal skills.