(Senior) Risk Manager – 29460

Overview

Key Responsibilities (including but not limited to):

• Contribute to the annual SST and ORSA reporting
• Perform quarterly and ad-hoc capital calculations including control and documentation standards
• Be responsible for the market value margin component in SST risk model
• Coordinate the holistic internal model validation
• Contribute to defining the overall Risk Strategy and Risk Management Framework
• Support other team members and staff in capital modelling and actuarial techniques
• Support non-financial risk management framework

Qualifications required:

• University degree in mathematics/science, or related quantitative subject

Experience required:

• At least 5 years of experience in the re/insurance industry
• Substantial experience in SST risk reporting and ORSA
• Very good knowledge of the principles of market conform valuation and local statutory regulations
• Substantial knowledge of the Swiss insurance regulatory framework (Insurance Supervision Act, Insurance Supervision Ordinances, relevant FINMA Circulars)
• Experience in R, Python or MATLAB