(Senior) Risk Modelling Actuary
vor 1 Monat
**Overview**:
Duties include:
- Enhancing the Group’s stochastic life cashflow framework for risk modelling by validating the underlying assumptions and methodology, e.g. assessing appropriate asset/liability representation or parameterization of the investment strategy for insurance with profit participation
- Leading Group-wide projects for risk/actuarial model changes and development of model code on Risk Agility FM, e.g. implementing more granular liability representation, upgrading Risk Agility FM calculation engine for operational efficiency
- Providing support to operating entities on risk/actuarial modelling topics for their L&H portfolios, e.g. independently reviewing cash flows based on inforce management solutions
**Qualifications required**:
- Actuarial qualification and University degree in mathematics or related disciplines
- Proficient coding experience in Risk Agility FM or other actuarial software required
- In-depth knowledge of actuarial techniques, in particular stochastic asset and liability modelling
- Fluent English is required (written and spoken), German is not necessary
**Experience required**:
- 5+ years of experience in risk management or actuarial
- Previous experience in business related functions (e.i. Sales, Operations, Claims, Underwriting, Investment Management, Asset Management, Consulting, Product Development, Finance, Market Management, Digital / Tech etc.) is a plus
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