Life & Health Risk Modelling Architect

SCOR; Zürich; In loco; CHF 120.000 - 180.000; Tempo pieno

Descrizione del lavoro

SCOR in Zürich is seeking a candidate with strong quantitative and Python programming skills to enhance Internal Model methodologies for L&H risks. You will design robust software solutions, maintain governance, and communicate results to stakeholders across Risk Management, Finance, and L&H units.

The role offers collaboration with Data/AI teams in Paris, Dublin, Zurich and Cologne, and requires a solid quantitative background and the ability to translate methods into scalable software.

Competenze

• Several years of risk modelling or related quantitative modelling experience.
• Strong Python programming and object-oriented software design.
• Able to translate quantitative methods into robust software solutions.
• Knowledge of Solvency II, Swiss Solvency Test, IFRS17 or L&H insurance risks is a plus.
• Solid quantitative background in mathematics, statistics, engineering or computer science.

Mansioni

• Methodology: Enhance and maintain SCOR’s Internal Model for L&H risks and dependencies.
• Software engineering & implementation: Design, develop and maintain Python implementations of Internal Model methodologies.
• Model changes & governance: Assess impact of model changes and maintain technical documentation.
• Results analysis & communication: Analyse and visualise model results for stakeholders, focusing on L&H capital drivers.
• Collaboration: Work with Risk Management, Finance, L&H Units and Data/AI teams across Paris, Dublin, Zurich and Cologne.

Conoscenze

Python programming

Risk modelling

OO programming

Software architecture

Communication

Strumenti

Git

SQL

Descrizione del lavoro

SCOR in Zürich is seeking a candidate with strong quantitative and Python programming skills to enhance Internal Model methodologies for L&H risks. You will design robust software solutions, maintain governance, and communicate results to stakeholders across Risk Management, Finance, and L&H units.

The role offers collaboration with Data/AI teams in Paris, Dublin, Zurich and Cologne, and requires a solid quantitative background and the ability to translate methods into scalable software.