About the Client
We are one of the world’s leading providers of reinsurance, insurance and other forms of insurance-based risk transfer, working to make the world more resilient. We anticipate and manage a wide variety of risks, from natural catastrophes and climate change to cybercrime. Combining experience with creative thinking and cutting-edge expertise, we create new opportunities and solutions for our clients. This is possible thanks to the collaboration of more than 14,000 employees across the world.
About the Role
Are you passionate about financial modeling and data analytics? Join our dynamic team where your analytical skills will directly contribute to our ambitious growth strategy! We're seeking a detail-oriented Financial Transactions Modeler who can translate complex financial data into actionable insights that drive our Financial Solutions portfolio forward.
Responsibilities
As a Financial Transactions Modeler, you'll be at the intersection of financial markets and insurance, helping managing sophisticated portfolios that are key to growth strategy. You'll apply your quantitative expertise to model, analyze, and optimize our financial market transformation portfolios.
Develop and maintain stochastic cashflows models for bespoke insurance transactions exposed to Financial Market risks, with focus on Variable Annuities, GMxB, and Index-Linked portfolios
Standardize and automate transaction reporting processes for hedging, valuation and risk management purposes
Analyze biometric and policyholder behavior experience to support assumption updates
Support the onboarding of new transactions with technical precision and attention to details
Perform regular ad-hoc investigations into existing processes and data (policy data, P&L attribution, reserving, etc.)
Collaborate with cross-functional teams across company to improve management of financial and biometric exposures
This role is suitable for candidates of all genders.
Requirements
Academic background in STEM with hands-on quantitative programming experience, preferably in Quantitative Finance, Statistics, Physics, or Computer Science
4+ years of programming and debugging experience in quantitative modelling or analytics (preferably in C, C++, Java, Python)
Experience with stochastic modelling, preferably of financial market risks and insurance cashflows
Variable Annuities, GMxB or Index-Linked products
Working knowledge of financial markets and financial mathematics
Nice to Have Skills
Relevant life insurance experience
Data engineering
Biometric experience studies, preferably using R or Python
Insurance structuring and pricing
Liability modelling with actuarial platforms such as Prophet/FIS IRS, AXIS, or MoSes/RAFM
Actuarial qualification or progress towards it
L&H insurance portfolio management
IFRS 17, IFRS 9 and regulatory frameworks
Collaboration with Valuation, Treasury, Risk Management, Asset Management