Our client an insurance company is looking for a Quantitative Risk Officer to strengthen the Risk Modelling and Valuations Department.
The Quantitative Risk Officer will be responsible for:
- Developing and maintaining the stochastic valuation model for insurance liabilities, including:
- Yearly updates of the model assumptions,
- Further developing the model in line with regulatory requirements,
- Preparing the model for usage under IFRS17.
- Conducting quantitative analyses of the company’s risk position, including:
- Performing recurrent Solvency II calculations with analysis of the changes – including the mandatory regulatory reporting requirements,
- Executing the quantitative elements of the yearly ORSA (stress tests, projections, …) – including taking up parts of the writing process of the report,
- Profitability analysis of our portfolio (MCEV like),
- Assessing the Asset and Liability Management,
- Providing risk management advices to ad hoc questions.
- Master’s degree in Economics, Mathematics, Physics, Applied Sciences. An additional Master in Actuarial Sciences is a plus.
- Experience in Actuarial or Risk Management. Senior and junior experiences are welcomed.
- A previous experience with Solvency II is a plus.
- Knowledge of Prophet and/or SAS is an asset.
- Knowledge of processes and ability to make connections between factors
- Perseverance and eye for details.
- Good spoken and written communication.
- Ability to work in a team and autonomously.
- Fluency in English.