Job title: ALM Actuary
Job type: Permanent
Emp type: Full-time
Industry: Insurance
Expertise: Actuarial Risk Management Skills
Location: Paris area, France
Job published: 19/06/2020
Job ID: 32655

Job Description

Our client, an international insurance company is looking for an ALM Actuary within the Financial and Credit Department. He/she will work on the production of asset tables and will actively work on the internal model of the company.

The ALM Actuary will mainly focus on the following items:

  • Asset table production for the Best Estimate and SCR calculation, which represents a milestone for the production of all the Solvency II (Closing/quarter/Strategic plan/Impact Assessment). The main tasks:
    • Asset modelling update/development within the actuarial model and its consistency with the Internal Model
    • Data management
  • Financial & Credit SCR calculation for the closing, strategic plan, quarterly SCR update and Impact Assessment (EIOPA/ACPR/Investment requests). Thanks to the first point the candidate will be able to anticipate and properly perform the SCR calculation. The main tasks:
    • Stress on Asset assessment given the group and local tools
    • Asset proxy function validation and enhancement

This position requires to reach a complete understanding of the Internal Model in all its components and to be able to challenge all the main SCR exercises with the ultimate goal of assuring high quality deliverables.



  • Have a financial mathematics background, being a qualified actuary is a plus
  • Have at least 2 to 3 years of professional experience in a similar role
  • Good programming skills, being familiar with Prophet is a strong asset
  • Previous experience with asset modelling
  • Good knowledge in risk management and Solvency II framework
  • Excellent communication skills, with the ability to explain complex technical topics in a simple way
  • Autonomous and able to work in team
  • Analytical mindset
  • Fluent in both English and French
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