Job title: Life Risk Actuary
Job type: Permanent
Emp type: Full-time
Industry: Insurance
Expertise: Actuarial Other Risk Management
Location: Paris area, France
Job published: 27/01/2023
Job ID: 32988

Job Description

Our client an insurance company, is looking for a Life Risk Actuary to strengthen the Risk Department. He·she will be in charge of participating in control and risk management activities.


The future Life Risk Actuary will be responsible for:

  • Contributing to the development of the risk management framework and understanding the overall risks of the group and the pension activity;
  • Implementing the risk appetite framework: methods, operational implementation (risk limits) and monitoring;
  • Conducting risk assessment and sensitivity studies;
  • Setting up and monitoring indicators for financial and technical risk management;
  • Participating in ORSA exercises: first and third assessments (method, evaluations, etc.), stress tests, reporting;
  • Ensuring that technical (investment, market, liquidity, default, etc.) and "operational" (data quality, EUC, outsourcing) risk policies are kept up to date;
  • Managing the data quality system in collaboration with the technical and financial teams;
  • Leading and participating in the drafting of the RSR and SFCR narratives;
  • Participating in model control in collaboration with the committee;
  • Carrying out technical and regulatory monitoring.



  • Master’s degree in Actuarial Science or Finance;
  • Successful experience of 1 to 3 years or more in the insurance sector, in a risk management department or similar;
  • Command of Solvency 2 regulatory texts and associated technical concepts;
  • Ability to understand an actuarial modelling tool;
  • Proven knowledge of risk modelling;
  • Advanced knowledge of Excel / VBA;
  • Dynamic attitude and strong capacity for initiative;
  • Ability to work in a team and independently;
  • Curiosity and good writing skills;
  • Methodical and strong conceptualisation skills;
  • Good command of French.