Quantitative Modelling Specialist (Life & Health)

SCOR
Zurich, Switzerland

Job Description

The successful candidate will bring strong quantitative and programming capabilities, sound software-engineering judgement and either existing knowledge of L&H insurance risks or a demonstrated ability to quickly develop expertise in new and complex domains.

Methodology: Enhance and maintain SCOR’s Internal Model methodology with a focus on L&H risks and dependencies with other risks.
Software engineering & implementation: Design, develop and maintain robust, reliable and computationally efficient Python implementations of Internal Model methodologies, helping shape the architecture of the L&H modelling framework and applying sound software-engineering principles to ensure code quality, maintainability, scalability and performance.
Model changes & governance: Perform model change impact assessments, contribute to methodological enhancements, maintain technical documentation and support cross-functional model development initiatives.
Results analysis & communication: Analyse, visualise and communicate model results to internal stakeholders, with a particular focus on the drivers of L&H capital requirements.
Collaboration: Collaborate with colleagues across Risk Management, Finance, L&H Business Units and Data/AI in Paris, Dublin, Zurich and Cologne.

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