Support Applicatif Trading (Périmètre EGMA) (IT) / Freelance

Digistrat consulting; Paris; Sur place; EUR 45 000 - 75 000; Plein temps

Résumé du poste

Ein etabliertes Unternehmen sucht einen erfahrenen Fachmann für Risikoakkumulation und Analyse. In dieser spannenden Rolle unterstützen Sie die Entwicklung und Verbesserung von Prozessen und Tools, die für die Risikobewertung und das Management von Naturkatastrophen erforderlich sind. Sie werden eng mit internen Stakeholdern zusammenarbeiten, um die Datenströme zu optimieren und die Effizienz zu steigern. Ihre analytischen Fähigkeiten und Kenntnisse in numerischer Programmierung werden entscheidend sein, um die strategischen Ziele des Unternehmens zu erreichen. Wenn Sie eine Leidenschaft für quantitative Analysen haben und in einem dynamischen Umfeld arbeiten möchten, ist dies die perfekte Gelegenheit für Sie.

Qualifications

• 3-6 Jahre Erfahrung in der Versicherungs- oder Rückversicherungsbranche.
• Starke quantitative Fähigkeiten erforderlich für die Analyse und Modellierung.

Responsabilités

• Unterstützung bei der Analyse und Berichterstattung von Risikoakkumulationen.
• Entwicklung und Pflege von Tools zur Unterstützung des Risikomanagements.

Connaissances

Analytische Fähigkeiten

Numerische Programmierung

Datenanalyse

Kommunikationsfähigkeiten

Formation

Aktuar mit fortgeschrittener Qualifikation

Fortgeschrittene Abschlüsse in verwandten Bereichen

Outils

Python

R

Matlab

Description du poste

Description de poste

One of the areas of expertise would be to support the non-natural catastrophe data inputs, analytics and outputs within the SCOR global analytics framework and reporting metrics. Currently this is managed solely by Emale Laurent, however the processes require enhancing, automation and developing within the existing framework and systems. This person will support driving this forward for SCOR (including Specialty and supporting Lorin Fergusson to improve the SCOR Syndicate non-modelled view of risk and maturity rating, which in turn removes the requirements for capital loads).

Another area of expertise would be to support the operational output of nat-cat accumulation, such as weekly capacity monitoring, retro support, sensitivity analyses, and external reporting. Candidate will also support development / industrialisation of processes / tools to support these tasks as well as R&D aspects for the continuous development of the approaches / processes.

Supporting and enhancing the non-cat accumulation and aggregation process and analytics (this will include support of the Nat CAT Treaty and SBS exposures).

• Supporting ad-hoc strategic analytics and operational tasks to meet urgent business needs both internally and externally.
• Establish a strong relationship with the owners of the data feed by establishing a well-defined process, as well as strong collaboration with all other internal stakeholders (UW, pricing etc).
• Develop a deep understanding of the systems, processes, scenarios, data inputs and outputs.
• A technical professional on Non-Cat vendor models, analytics and accumulation.
• Support the Non-Cat regulatory elements for all of SCOR. In addition, supporting the Head of Exposure Management and the SCOR Syndicate enhance its non-cat maturity within Lloyd’s.
• Monitor P&C’s risk profile and define alert trigger points for risk accumulation.
• Steer the portfolio through analyses of the evolution of accumulation and portfolio optimisation analyses.
• Develop and enhance non-cat accumulation and scenario analytics within NORMA and SCOR Syndicate Capital Model.

Support the development, maintenance and update of the tools and processes supporting the Accumulation Management.

Processes: Harmonize the approach for the risk identification and aggregation, the assessment, the monitoring and the reporting of the accumulations at various levels (risk, portfolio, cedent, region, country, entity, division…). Define and implement guidelines on data (structure and type) needed for the analysis of the accumulations (including refinement of the optimal frequency of updates).

Research: Continue R&D aspects for the continuous development of the approaches / processes including but not limited to the subsequent data augmentation and enrichment of SCOR’s data for enhanced analyses.

Tools: Enhance, harmonize and maintain the tools and systems to support the risk accumulation process. Includes the interaction between the various source tools and the reporting layer.

Required experience & competencies

Preferably 3-6 years of insurance or reinsurance experience in actuarial or quantitative areas such as capital modelling, pricing and/or reserving.

Experience in using standard business software a must. Competence in a language/tool supporting numerical programming also required (e.g. Python, R, Matlab). Coding is desired to form efficient and robust processes that reduce manual interaction and reduce workloads.

Required Education

Actuary working towards full qualification or a person with an advanced degree in a closely related field where strong quantitative skills are required.