Quantitative Risk Manager - 100%
Core
Central role in Solvency II (SST) and ORSA processes, developing quantitative models and analyzing insurance, market, credit, liquidity, and other risks to ensure regulatory compliance and long-term stability.
Role type
Senior quantitative risk manager (Solvency II / ORSA)
Builds
Solvency II reports, ORSA reports, quantitative analysis models, and risk management tools
Domain
Swiss insurance / actuarial science / regulatory compliance
Deliverable
production ML models | dashboards & analysis
Required skills
Actuarial certification (SAV), quantitative risk modeling, Solvency II (SST) expertise, ORSA process management, scenario and sensitivity analysis, regulatory reporting (FINMA), data analysis
Preferred skills
Healthcare insurance experience, strategic risk capital management, process optimization
Technologies
SST models, ORSA frameworks, quantitative analysis tools
Responsibilities
Lead SST calculation and quality assurance from calculation to FINMA submission; actively shape SST model and data development; lead annual ORSA process and quantitative analyses; analyze insurance, market, credit, and liquidity risks; develop methods, processes, and quantitative models
Seniority
Senior, hands-on IC