Senior Non-life Model Risk Actuary
Core
Develop, maintain, and improve risk and liability projection models for Non-Life and Health insurance activities to support strategic analysis and regulatory calculations.
Role type
Senior Non-life Model Risk Actuary
Builds
Risk and liability projection models, Solvency II and IFRS calculations, stress tests, and risk appetite monitoring frameworks.
Domain
Insurance (Non-Life and Health), Regulatory Compliance (Solvency II, IFRS)
Deliverable
production ML models
Required skills
Stochastic modelling, Actuarial Science, Insurance risk expertise, Solvency II regulation knowledge, Complex data analysis, ORSA methodology, Stress testing, Risk appetite monitoring, Audit collaboration, Methodology validation
Preferred skills
None stated
Technologies
None stated
Responsibilities
Manage and improve Non-Life and Health liability projection models, Develop modelling tools, methodologies and stochastic approaches, Perform and validate Solvency II and IFRS calculations and support closings, Contribute to stress tests, expert judgements and assumption reviews, Participate in modelling forums and critically challenge methodologies, Contribute to ORSA, risk analyses and risk appetite monitoring, Collaborate with audit, follow recommendations and support risk projects