Job Detail

     EMEA     

Zurich Switzerland (CH) 

|

Analytics Actuary 

Permanent 

Actuarial 

Key duties and responsibilities

Lead Pricing Analytics and Reporting team’s projects in the context of IFRS17 requirements

• Maintain and further expand Pricing & Modelling - deliverables to the groupwide IFRS17-project


• Produce analytics and reports to ensure compliance with requirements


• Prepare various impact studies and review the current risk adjustment and expense calibration


• Support the pricing and underwriting community in understanding and interpreting the IFRS17 results in comparison other internal KPIs

Support Pricing Analytics and Reporting team in the co-ordination of global projects

• Produce analytics and reports for different stakeholders post renewal and during renewal


• Manage global projects or pro-actively support them


• Coordinate with other stakeholders the design of the shared data, for instance with Underwriting, Planning, Finance, Reserving, Risk Management, and other functions


• Develop an understanding of common fields and bases for comparisons between Pricing, Underwriting and Finance

Review global pricing parameters, capital and internal expense allocation for the pricing tool, xAct

• Provide analytical support to maintain global pricing parameters and prepare impact studies ahead of the renewals


• Support the review of the internal capital allocation and internal expense allocation parameters and continuously improve the methods


• Participate in communication and knowledge sharing of the methods

Develop governance, internal model(s), Solvency II - framework

• Develop models and maintain the pricing studies and documentation for Solvency II


• Support and develop the annual portfolio analysis exercise. 


• Be the link between the pricing function and experts/responsibles from the Group and other functions in the division with regards to regulatory matters


• Validate and provide backtesting results to the Underwriting Risk in the Internal Model

Assist and expand SGPC’s treaty analytical toolkit (PANEL; reFresh, PEAK) including

• Develop the code, support actuarial testing and maintenance of the tools.


• Collaborate with the pricing community worldwide to develop and implement new ideas and contribute to the documentation inventory of the tools


• Expand pricing skills to be able to support training and education on the use of tools and its output


• Coordinate with stakeholders to ensure direct user feedback and findings from various sources are used to further enhance the systems.

Please contact your HR team should you have any question.