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