The successful candidate will bring strong quantitative and programming capabilities, sound software-engineering judgement and either existing knowledge of L&H insurance risks or a demonstrated ability to quickly develop expertise in new and complex domains.
Methodology: Enhance and maintain SCOR’s Internal Model methodology with a focus on L&H risks and dependencies with other risks.
Software engineering & implementation: Design, develop and maintain robust, reliable and computationally efficient Python implementations of Internal Model methodologies, helping shape the architecture of the L&H modelling framework and applying sound software-engineering principles to ensure code quality, maintainability, scalability and performance.
Model changes & governance: Perform model change impact assessments, contribute to methodological enhancements, maintain technical documentation and support cross-functional model development initiatives.
Results analysis & communication: Analyse, visualise and communicate model results to internal stakeholders, with a particular focus on the drivers of L&H capital requirements.
Collaboration: Collaborate with colleagues across Risk Management, Finance, L&H Business Units and Data/AI in Paris, Dublin, Zurich and Cologne.
Several years of relevant professional experience in risk modelling, actuarial modelling, quantitative modelling or a related quantitative discipline.
Strong Python programming skills and experience developing and maintaining large object-oriented applications, with a good understanding of software architecture, code quality and maintainability.
Ability to translate quantitative methodologies into robust, efficient and maintainable software solutions and to improve the performance and scalability of modelling applications.
Knowledge of Solvency II, the Swiss Solvency Test, IFRS17 or L&H insurance risks is an advantage.
Solid quantitative background in mathematics, statistics, actuarial science, engineering, computer science or a related discipline.
Analytical mindset, proactive attitude and strong communication skills.
Ability to work effectively in an international, multidisciplinary environment.
Job description provided by SCOR.
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