Titre de fonction: ALM Modelling Actuary
Type de Job: Permanent
Catégorie d'emploi: Plein-temps
Industrie: Insurance
Expertise: Risk Management Skills
Localisation: Paris area, France
Offre publiée: 10/11/2023
Numéro de l'offre: 32951

Description de poste

Our client, an insurance company is looking for an ALM Modelling Actuary to strengthen the Actuarial Department. He·she will be in charge of  savings modelling.

 

The ALM Modelling Actuary will be responsible for  :

  • The development, performance and maintenance of the documentation and testing of the IFRS 17 and Solvency 2 actuarial model in conjunction with the business actuarial teams who provide the business requirements;
  • Unification of the three savings models for France, Italy and Luxembourg and their migration from Prophet to Python;
  • Maintaining liaison with the actuaries in these countries and in the head office where your position is located through the various stages of model development: planning, understanding and discussing business needs, architecture, modelling, testing and troubleshooting;
  • Answering questions from internal or external auditors;
  • Contributing to the knowledge of the modelling team through two presentations per year using your own reading, learning or implementation.

Profile

  • Master's degree in Actuarial Science or equivalent;
  • 5 to 10 years of experience, with a preference for a profile with 7 to 10 years of proven experience in ALM, Life and Savings modelling;
  • Very good knowledge of modelling, especially Prophet and/or Python tools;
  • Customer orientation and their needs;
  • Good working ability and respect for deadlines;
  • Resilience and attention to detail;
  • Ability to share knowledge;
  • Creative and problem solving skills;
  • Fluency in English, both spoken and written.