Risk Model Expert
Core
Develop and improve internal risk models (credit, equity, longevity, persistency) to support capital needs and financial robustness for an insurance group.
Role type
Senior IC risk model development expert
Builds
Internal risk models and standard formula implementations
Domain
Insurance / Actuarial science / Financial risk
Deliverable
production ML models
Required skills
Risk modelling, Solvency II, Internal Models, Mathematical analysis, Problem-solving, Data management, Programming
Preferred skills
AI/ML, Financial/market risk model development
Technologies
None explicitly stated
Responsibilities
Develop and strengthen internal risk models, Act as internal risk consultant to align models with risk profile and business needs, Support implementation and usage of the internal model
Seniority
Senior, hands-on IC
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