Senior Quantitative Risk Executive

  • 37906
  • Non-Life - Actuarial
  • |
  • Singapore
  • |
  • Aug 6, 2020
  • Performs quantitative risk management activities including standard capital modeling, solvency monitoring and stress testing for non-life companies in the region.
  • Assists to improve risk quantification process and tools, including natural catastrophe modeling, loss modeling, reserving, investment and credit risk models.
  • Provides support on reinsurance pricing and reinsurance optimization projects.
  • Assists in the preparation or review of ORSA reports of the group companies within the region.
  • Supports on any regional ERM initiatives, focusing on quantitative risk management perspective.
  • Conducts regular assessment on current risk management tools and guidelines in view of compliance to regulatory, industry and internal company standards.
  • Ad hoc support to actuarial functions such as reserving and pricing.
  • Bachelor degree in Actuarial Science, Mathematics or Statistics.
  • Good progress in recognized Actuarial association.
  • 3 years of experience working in general insurance or other relevant role.
  • Basic knowledge on capital modelling, with Remetrica experience is a plus.
  • Basic knowledge on retention analysis / reinsurance pricing with good understanding of reinsurance contract wordings.
  • Basic knowledge of RBC requirements of ASEAN countries is a plus.
  • Strong numerical and analytical skills.
  • Comfortable working with large data sets.
  • Ability to learn independently and solve technical problems.
  • Strong interpersonal and communication skills.
  • Strong programming skills; proficient in Excel, SAS and R is a plus.