Overview
Key Responsibilities (including but not limited to):
1. Contribute to the annual SST and ORSA reporting
2. Perform quarterly and ad-hoc capital calculations including control and documentation standards
3. Be responsible for the market value margin component in SST risk model
4. Coordinate the holistic internal model validation
5. Contribute to defining the overall Risk Strategy and Risk Management Framework
6. Support other team members and staff in capital modelling and actuarial techniques
7. Support non-financial risk management framework
Qualifications required:
8. University degree in mathematics/science, or related quantitative subject
Experience required:
9. At least 5 years of experience in the re/insurance industry
10. Substantial experience in SST risk reporting and ORSA
11. Very good knowledge of the principles of market conform valuation and local statutory regulations
12. Substantial knowledge of the Swiss insurance regulatory framework (Insurance Supervision Act, Insurance Supervision Ordinances, relevant FINMA Circulars)
13. Experience in R, Python or MATLAB