Risk Modelling Actuary - Munich, Deutschland - Emerald Group

Beschreibung

• Enhancing the Group's stochastic life cashflow framework for risk modelling by validating the underlying assumptions and methodology, e.g. assessing appropriate asset/liability representation or parameterization of the investment strategy for insurance with profit participation
• Leading Groupwide projects for risk/actuarial model changes and development of model code on Risk Agility FM, e.g. implementing more granular liability representation, upgrading Risk Agility FM calculation engine for operational efficiency
• Providing support to operating entities on risk/actuarial modelling topics for their L&H portfolios, e.g. independently reviewing cash flows based on inforce management solutions

• Actuarial qualification and University degree in mathematics or related disciplines
• Proficient coding experience in Risk Agility FM or other actuarial software required
• Indepth knowledge of actuarial techniques, in particular stochastic asset and liability modelling
• Fluent English is required (written and spoken), German is not necessary

• 5+ years of experience in risk management or actuarial
• Previous experience in business related functions (e.i. Sales, Operations, Claims, Underwriting, Investment Management, Asset Management, Consulting, Product Development, Finance, Market Management, Digital / Tech etc.) is a plus