Overview
Key Duties (Including but not limited to):
1. Coordinate Non-Life Best Estimate and IFRS17 reserving policies across Company entities and develop challenger reserving models to validate results of operating companies
2. 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
3. Provide technical support to operating companies and participate to the automation of Internal Model runs and data flows
4. 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:
5. You have a Master’s degree in mathematics, econometrics, actuarial sciences, economics, certificate in financial risk management or alike
6. You have an active (written and oral) knowledge of English (French or Dutch is a plus)
Experience required:
7. You have obtained at least 3-5 years of relevant working experience
8. You 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 Model
9. You have experience in the use, implementation or maintenance of calculation-heavy numerical models
10. IT affinity and relevant experience with Python, although other languages would be considered