Job Description

Overview

Key Duties (Including but not limited to):

Life Risk modelling:

  • Contribute to the methodological development and improvement of the Group’s models for economic capital (Solvency II Standard Formula and Internal Model)
  • Contribute to the Group’s Valuation model for Insurance Liabilities, with a specific focus on risk-neutral stochastic modelling techniques for valuing embedded options
  • Conduct model calibrations and produce the Risk-Neutral stochastic scenarios for valuation
  • Perform the end-to-end process life valuation & risk reporting process

    • Qualifications required:

  • You have a Master’s degree or PhD in a quantitative subject, e.g. mathematics, physics, econometrics, quantitative finance, actuarial science, or computer science
  • You have an active (written and oral) knowledge of English (French or Dutch is a plus)

    • Experience required:

  • Working experience in t...

    • Apply for this Position

    Ready to join Emerald Group Ltd? Click the button below to submit your application.

    Submit Application