Actuarial Analyst
Brussels, Belgium
4 dagen geleden
source : OnlyEngineerJobs

The role is centered upon the support to the Quantitative Risk Management department. The main missions of the department are to : Assess the solvency position and capital requirements of Cigna Europe through its Partial Internal Model (PIM) Maintain, develop and use the PIM to satisfy regulatory requirements and business requests Evaluate the sensitivity of the solvency position under various scenarios Monitor the various risks to which Cigna Europe is exposed Your specific responsibilities will include : Contribute to the assessment of the solvency position of Cigna Europe through its PIMAdvise on the methodology, calibration, parameterization and testing of the PIMFacilitate internal and external model validationMaintenance of the PIM for regulatory purposesParticipate to the update of documentation Contribute to the capital planning exercises and ORSA stress tests Contribute to the calibration and articulation of a coherent Risk Appetite Take an active part in quantitative projects covering various areas (ALM, reinsurance, pricing) Provide support on Pillar III reporting Develop, manage and refine quantitative risk reporting which meets the needs of the Chief Risk Officer / Comité de Direction, in order to support effective decision making Embed a positive culture of confident and informed risk-taking through training, communication and promotion of the agreed risk framework within the risk team Requirements Actuary or scientific master degree (mathematics, civil engineering, statistics, ) At least 5 year of experience in the insurance sector, preferably in risk management Good knowledge of MS Office and R, Visual Basic is a plus Ability to work in an international environment Fluent in English and either French or Dutch Autonomous, rigorous and team player Cigna Competencies Actuarial knowledge and skills Results driven Strongly committed Problem Solving Dealing with Ambiguity Organizational Agility Qualified applicants will be considered without regard to race, color, age, disability, sex, childbirth (including pregnancy) or related medical conditions including but not limited to lactation, sexual orientation, gender identity or expression, veteran or military status, religion, national origin, ancestry, marital or familial status, genetic information, status with regard to public assistance, citizenship status or any other characteristic protected by applicable equal employment opportunity laws.

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