Oliver Wyman

vor 3 Monaten

München, Deutschland DE011 Oliver Wyman GmbH Vollzeit

Description:

What you can expect from us:

Everything you need to know about risk measurement and risk management: We help our customers to assess and understand their risks Analysis and optimization of processes in risk management and actuarial services with the integration of data analytics and AI Modelling of cash flow projection models: valuation of insurance portfolios in the context of Solvency II, MCEV, IFRS17 and M&A transactions Actuarial input on strategic issues: from the development of next-generation insurance products to the optimization of portfolios


What we offer you:

Become part of one of the largest actuarial consulting teams in the German-speaking world and at the same time a European team Customer contact from day one and collaboration on national and international projects Steep learning curve and diverse development opportunities Attractive remuneration above the market average A young, motivated team and flexible working opportunities that fit your individual life circumstances Promotion of training as an actuary (DAV) and other further training courses


What you bring with you

Enthusiasm for exciting questions and challenging topics in a quantitative environment Ability to work in a team and a quick grasp of things Degree in (Business) Mathematics, (Business) Informatics or Physics A Senior Consultant should bring several years of work experience in relevant fields as a consultant or member of an actuarial or risk management team in an insurance company Good knowledge of language / writing in German and English Ideally knowledge of financial mathematics, actuarial mathematics, statistics or data science Ideally, knowledge of programming languages, such as Python, C#, C++, Java, VBA, or statistical software such as SAS or R Initiative and reliability as well as excellent communication skills

Do you feel interested?

Then we look forward to receiving your application at:
www.oliverwyman.de/careers/apply

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