Quantitative Risk Manager (m/f/d) Solvency SST Life

AT THE HEART OF THE ACTION FROM DAY ONE.

Navigating real life together.

What to expect

• Calculation of the capital requirements of the life insurance business for the Swiss Solvency Test (SST) using the partial internal model.
• Performing calculations and quantitative analyses on the results of the risk models.
• Internal risk assessments and asset-liability analyses.
• Automating controls, re-engineering processes, and further optimization of the risk models.
• Performing qualitative analyses (e.g. documentation review) on the risk models and producing different kinds of reporting.
• Direct reporting to the Swiss management, the Generali Head Office in Italy and the insurance supervisory authority FINMA, providing updates and reporting.
• Technical discussions with FINMA on methodology, calculations and reporting.
• Supporting the Chief Risk Officer with creating presentations for senior stakeholders.
• Support in development of new mathematical approaches and IT solutions.
• Opportunities for further education (e.g. Aktuar SAV) and excellent career opportunities.

The skills you'll bring

• Master's degree in a quantitative subject (e.g. Mathematics, Physics, Engineering, Computer Science, Economics with a quantitative specialization).
• At least 3 years of professional experience in a related function.
• Good knowledge of probability theory and statistics.
• SST and/or Solvency II, as well as reporting experience.
• Knowledge of risk management topics.
• Good knowledge of Excel (ideally with VBA).
• Very good programming skills – we use VBA, R, Python, SQL Server and Prophet.
• Knowledge of Bloomberg is an advantage.
• Good knowledge of financial market instruments and their valuation (specifically derivatives).
• Fluent in English or German

Your benefits

Your office? It's wherever you are! Depending on your workload, you can work up to 60% of your hours remotely – for more flexibility at work and at home.
Whether recreation, travel or training: with 6 weeks of annual leave, you've got plenty of time for you and your loved ones.
At our company, you're given lots of freedom to make decisions, think creatively and explore your own ideas: you shape your own career.
We support and challenge you – as shown by the wide range of internal training courses we offer to boost your future career.
It's not always easy to balance your job with your home life. That's why we offer the option of working part-time.
Your health is very important to us. At our company, you can keep fit alongside your colleagues at a wide range of sports groups.

Your next step

Do you have any questions about an advertised job, your new team, Generali as an employer or our corporate culture? Elsbeth will be happy to help. We look forward to receiving your online application.

Elsbeth

Recruiting Partner

We, Generali

Generali is committed to equal opportunities. We welcome you regardless of age, gender, gender identity, sexual orientation, origin, ethnicity or religion.

Your salary in this position is aligned with your earned work experience, your responsibilities within the position and local industry standards.