Job title: Senior Actuarial Analyst
Job type: Permanent
Emp type: Full-time
Industry: Insurance
Expertise: Actuarial Other
Location: Luxembourg, Luxembourg
Job published: 19/11/2020
Job ID: 32717

Job Description

Our client, an international insurance company is looking for a Senior Actuarial Analyst. He/she will be joining the Actuarial and risk management team. Reporting to the head of this department, he/she will use quantitative methods to perform and manage the valuation of the company’s variable annuities portfolio. The Senior Actuarial Analyst will also take part in the improvement and enhancement of processes and tools for risk analyses.

The Senior Actuarial Analyst will be responsible for:

  • Performing quantitative analyses of variable annuities portfolios in the context of hedge assets and liabilities valuations,
  • Supporting the valuation, control and reporting activities under Solvency II and SST
  • Collaborating with other teams to ensure adequate, consistent and efficient implementation and reporting of the new IFRS17 standard,
  • Setting up, implementing and monitoring internal risk controls and procedures (including for the hedge assets)
  • Contributing to the implementation and improvements on existing qualitative risk management policies and procedures
  • Supporting and keeping up with recommendations related to risk, internal control, internal audit, external audit and regulators …

 

Profile

  • University degree in mathematics, Actuarial Science or related field,
  • At least five years of actuarial experience in quantitative analysis in life insurance
  • In-depth knowledge of the valuation of derivatives financial instruments
  • Good knowledge of Solvency II and of qualitative risk management are a plus
  • Experience with programming languages such as Python, SQL or similar programming skills is an asset,
  • Excellent analytical and communication skills, able to adapt to different audiences, in a clear and concise way
  • Team player with a result-oriented approach and self-motivated
  • Fluency in English, a good knowledge of German and/or French is an asset.