Our client, an international insurance company is looking for a Senior Actuarial Analyst. He/she will be using quantitative methods to perform and oversee the valuation and the modelling of the company’s variable annuities portfolio. This includes continuous monitoring of the company’s reserve position and the further development of actuarial methods, the underlying systems, and tools.
The Senior Actuarial Analyst will be responsible for :
- Performing quantitative analyses of variable annuities portfolios in the context of liabilities and hedge assets valuations,
- Collaborating other teams to ensure adequate and consistent implementation and reporting of technical provisions in the new IFRS-17 standard,
- Supporting the calculation, control and reporting activities with respect to technical provisions under Solvency II, SST and MCEV,
- Preparing communication and address information requirements on reserving topics for various internal and external stakeholders such as board committees, business units, regulators and auditors.
- University degree in mathematics, Actuarial Science or related field,
- At least five years of actuarial experience in stochastic modelling (pricing, reserving, hedging, underwriting, risk management)
- Knowledge of IFRS 17 is considered as an asset,
- In-depth knowledge of derivative financial instruments,
- Experience with programming languages such as Python, SQL or similar programming skills is an asset,
- Excellent analytical and communication skills,
- Fluency in English.