Mortality and CAT Risk Expert

  • 38700
  • Non-Life - CAT Modeling
  • |
  • France
  • |
  • Dec 9, 2020
Insurance
RESPONSIBILITIES
  • Contribute to the Internal Model validation and maintenance (Mortality and Cat risks)
  • In charge of the methodological aspects of mortality and Cat STECs of validating local calibrations, supporting entities, analyzing results and participating to STEC clearance meetings
  • Improving the Group's Cat modeling
  • In charge of the follow-up on remarks made by auditors and ACPR on elements to be justified or improved in the IM
  • In charge of the interactions with the ACPR and auditors regarding mortality and Cat risks
  • Lead Expert Working Groups on Mortality and Cat risks
  • Participate and complete IDRs as part of GRM new mandate
  • Review of the Life business of an entity, focusing on pricing and best estimate assumptions and their link with UW and Claims management
  • On-site review with local teams and writing of a report for the Group's Top Management including alerts and recommendations
  • Follow-up on implementation of IDR recommendations
  • PAP process: ad hoc support to local business and RM teams in the PAP processes for products with a significant mortality risk component
  • Participate to Group Underwriting Committee for major Protection tenders
  • Lead / coordinate Big Data initiatives within GRM Life
  • Development of a mortality concentration database
  • New Pandemic Modeling
  • Risk Appetite, per Life, per event CAT Pandemic, CAT non-Pandemic
  • ILS insurance: Support to company. With company, traditional Reinsurance tendering process for new CAT coverage in 2019.Second opinion on CAT coverage for the company Life pool.
QUALIFICATIONS
  • Knowledge of Protection business especially stand-alone Death Benefits and DB with savings component
  • Knowledge of SII framework
  • Strong statistical, actuarial and modeling skills
  • Knowledge of reinsurance and underwriting technics
  • Ability to work with Big Data experts and technics
  • IT skills include SAS, R, VBA
  • Fluent written and spoken English, another language is a plus
  • Ability to work with a team in a multicultural environment
  • Ability to lead working groups and projects, work in project mode
  • Ability to communicate with various stakeholders and write reports destined to company and entities' Top Management
  • Demonstrate accuracy, quality and timeliness of deliverables
  • Be organized, autonomous, have a sense of responsibilities
  • Be innovative and flexible, show ability to listen and pragmatism
  • Major in statistics, actuarial sciences, finance, Master (BAC + 5) or PhD, university or “School”, data science
  • 5 to 8 years in an insurance company or a consulting firm with experience in Life & Savings, Protection, finance, modeling