Capital Calculation Analyst
Thanks for your interest in the Capital Calculation Analyst position.
Unfortunately this position has been closed but you can search our 23 open jobs by clicking here.
Our ideal candidate will meet the following requirements:
Must have
- Bachelor and/or master’s degree in engineering or Mathematical Sciences as well as any other IT/quantitative discipline
- Experience in insurance risk management and capital calculation with mathematical / actuarial skills and IT background
- Robust knowledge of statistical techniques and their application
- Knowledge and possible experience in Monte Carlo Simulation techniques, correlations and aggregation of risks
- Software development experience
- Testing methodology knowledge
- Experiences in enterprise IT projects
- Solid and enhanced use of Microsoft Office suite and VBA
- Good command of the English language in a business context
Nice to have
- Delivery Oriented
- Previous professional work experience Internal model or Standard Formula Solvency II implementations from IT and functional perspective
- Intermediate programming skills, preferably in R, Python, Julia
- Possess knowledge of Insurance and Financial business processes, and industry best practices and regulatory requirements for risk management, with particular focus on Solvency II regime
- Italian language basic skills
- Other foreign language such as French, German, Spanish an advantage
- Proficiency in performing multiple tasks and dealing with dynamic deadline requirements
- Good verbal and written communication skills
- Experience or knowledge of user experience design