Senior Quantitative Modeller - Life & Health Risk (Python)

SCOR Group; Zürich; Hybrid; CHF 140,000 - 190,000; Full time

Job summary

SCOR Group in Zürich is seeking an experienced quantitative modeller with strong Python programming skills to enhance the Internal Model for L&H risks. The role involves designing robust software, maintaining governance, and communicating results to stakeholders across Risk Management, Finance and L&H units in Europe.

International collaboration is a core part of the work. The successful candidate will contribute to methodological enhancements and scalable modelling solutions within SCOR's

Qualifications

• Several years of professional experience in risk modelling or related quantitative disciplines.
• Strong Python programming skills and experience with large object-oriented applications.
• Ability to translate quantitative methodologies into robust software solutions.

Responsibilities

• Enhance and maintain Internal Model methodology for L&H risks.
• Design, develop and maintain Python implementations of modelling methods.
• Perform model change impact assessments and maintain technical documentation.
• Analyze, visualize and communicate model results to stakeholders.
• Collaborate with Risk Management, Finance, L&H Business Units and Data/AI teams internationally.

Skills

Quantitative modelling

Python programming

Software architecture

Model governance

Communication of results

Job description

SCOR Group in Zürich is seeking an experienced quantitative modeller with strong Python programming skills to enhance the Internal Model for L&H risks. The role involves designing robust software, maintaining governance, and communicating results to stakeholders across Risk Management, Finance and L&H units in Europe.

International collaboration is a core part of the work. The successful candidate will contribute to methodological enhancements and scalable modelling solutions within SCOR's