Specialist Central Validation Unit m / w / d – 27117

Responsibilities:

1. Apply methods, assess risk and design processes.
2. Develop and implement approaches, methods, tools, and processes for the quantitative and qualitative validation of stochastic valuation models (including modelling approach, stability of models, model specification and parameters, data quality, model results, etc.).
3. Responsible for the technical supervision and execution of the validation of models for risk and technical provisions calculations.

Qualifications Required:

1. Degree in natural sciences or economics with a focus on financial mathematics.
2. Aspire to become a certified actuary or are in the process or have completed.
3. Fluency in German.

Experience Required:

1. Analytical skills with a solution-oriented personality.
2. Professional experience in the insurance industry in at least one of the following departments: risk management, actuarial, statistics, or ALM.
3. Competence to provide professional guidance.