Modelling Actuary
Il y a 2 mois
The department actively contributes on the following topics: Solvency 2, Capital Management, ALM, Modelling, New business profitability, IFRS 17, Strategic balance sheet operations (M&A, reinsurance etc.). To evaluate all these topics, a strong, state-of-the art actuarial model is needed. This model is being built within the modelling team of BSM.
The current BSM team consists of 6 colleagues who are waiting just for you
Your responsibilities
As a Modelling Actuary, you will be a key contributor for the development of the new actuarial platform on the short term (ST) and maintaining this one on the long term (LT), you are therefore responsible for e.g.:
- (ST) Being a strong user of the newly built model in RAFM, test and actively contribute on the development of the code.
- (ST) Writing Business Requirements for the different functional and non-functional requirements of the model to be.
- (ST) Participating actively to the decision-making process around the model built, being the preparation of release documents based on the test reports and produce support for the Model Committee to align all stakeholders on the modelling choices and get the right approvements.
- (ST) Supporting the workstream leads on several topics related to liabilities, assets, automation and data.
- (LT) Implementing changes to the approved model, while respecting local and Group governance: new products, new reinsurance treaties, new functionalities based on regulatory development.
- (LT) Ensuring the maintenance and optimisation of the actuarial platform. Propose model solutions for our internal clients (Business and Risk Management).
- (LT) Optimizing framework by improving the processes, controls, documentation.
- (ST<) Working closely with other members within BSM and being a key member to embrace in using RAFM.
- (ST<) Contributing to BSM related projects and topics (valuation, capital management, reinsurance, ALM, new business profitability etc.).
Your profile
- You have a university degree, preferably in economics, mathematics, or actuarial science.
- You have at least 3 years' experience in a relevant position with experience in modelling within an (re)insurance company.
- You have knowledge on Solvency 2, IFRS17, life (re)insurance and have experience of using actuarial software (e.g., Prophet, Moses...).
- You have strong modelling capabilities and programming skills (SAS, Python, R, VBA).
- You are a skilled user of MS Office.
- You are a native French or Dutch speaker with good command of the other national language and can work in English.
- You have the necessary analytical skills to challenge the results/figures constructively.
- You can work and learn quickly in a fast paced and dynamic environment.
- You have strong interpersonal skills, with ability to work on own initiative and as part of a team.
What can you expect from us?
- A dynamic company on a human scale within which you can quickly make a mark.
- Accessible management, close to the workforce and a warm working atmosphere.
- Many opportunities for development at Business Unit level or Group.
- A harmonious balance between professional and private life thanks to generous holidays (min. 39 days a year), flexible working hours and 3 days of homeworking a week.
- An attractive salary package plus fringe benefits (luncheon vouchers, group insurance, hospitalisation insurance, etc.)
- Brand new offices that are conducive to cooperation.
- A central location, accessible by train and public transport, in one of Brussels' liveliest districts.
If you are looking for an organisation with a human face, then you have come to the right address
#LI-Hybrid
Apply By:
30-06-2024
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