Overview
Key Duties (Including but not limited to) :
- Coordinate Non-Life Best Estimate and IFRS17 reserving policies across Company entities and develop challenger reserving models to validate results of operating companies
- The further development, implementation, testing and documentation of the internal model for non-life underwriting risk, including entity models, reinsurance model and group aggregation model
- Provide technical support to operating companies and participate to the automation of Internal Model runs and data flows
- Quarterly run of group models and production of non-life group reserving and risk reports, contributing to overall communication, interpretation, and presentation of internal and external results
Qualifications required :
You have a Master’s degree in mathematics, econometrics, actuarial sciences, economics, certificate in financial risk management or alikeYou have an active (written and oral) knowledge of English (French or Dutch is a plus)Experience required :
You have obtained at least 3-5 years of relevant working experienceYou have a good understanding of Non-life insurance business : 1) reserving methods for valuation of the non-life liabilities covering claims and premium provisions, 2) Non-life risk modeling, 3) Solvency II best estimate and standard ModelYou have experience in the use, implementation or maintenance of calculation-heavy numerical modelsIT affinity and relevant experience with Python, although other languages would be considered