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Capital Modelling Specialist

Date Posted
16th April 2015
Reference
Stone 6253
Sector
Re-Insurance
Job Type
Permanent
Location
Zurich
Benefits
Excellent Benefits
Salary
Negotiable

Job Description Apply: Capital Modelling Specialist

The objective of this senior role is to play a key role in production and analysis of the economic capital model’s results as well as in the further development of the model.

Your role
As an Economic Capital Modelling Specialist your main responsibilities will involve: 
Development of key elements of the economic capital models (SST / SII / RBC) in collaboration with the ECM team members, with the main focus on the aggregation and post-aggregation components
Perform impact analyses requested by the Swiss and European regulators as well as for internal use, e.g. change in reinsurance structure, acquisitions, etc.
Further develop the IT system by initiating the changes, collaborating with developers and assuring correctness and timeliness of the implementation
Work closely with the ECM Capital Planning team to support risk-based and economic decision making
Responsible for relevant economic capital model documentation
High aspirations, establish a high-performance culture and strives to build better understanding of various capital models and the underlying interdependencies. Driven by practical application of concepts.
 

Requirements
Master in quantitative finance, mathematics or related subjects
One of MBA, CFA, FRM or qualified actuary is desired
Minimum three years of experience in the area of economic capital modelling
Solid financial acumen
Solid understanding of regulatory (SST/SII ) requirements
Understanding of Life and General Insurance
Pragmatic problem solver that can cope with imperfect world
Hands-on attitude (spreadsheet, modelling, S+, statistical techniques)
Critical thinking skills
English essential
Good oral and written presentation skills
MS office proficiency
 


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