They are looking for an experienced, collaborative Risk Manager to join the risk management team, reporting to Chief Risk Officer. You will be responsible for coordinating the model validation and driving the market value margin component of the internal risk model.
* Type: Permanent
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
* University degree in mathematics/science, or related quantitative subject
* 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)
#J-18808-Ljbffr