Quantitative Modelling Specialist (Life & Health)

h3Job Description /h3pThe successful candidate will bring strong quantitative and programming capabilities, sound software-engineering judgement and either existing knowledge of LH insurance risks or a demonstrated ability to quickly develop expertise in new and complex domains. /ph3Responsibilities /h3ullibMethodology: /b Enhance and maintain SCOR’s Internal Model methodology with a focus on LH risks and dependencies with other risks. /lilibSoftware engineering implementation: /b Design, develop and maintain robust, reliable and computationally efficient Python implementations of Internal Model methodologies, helping shape the architecture of the LH modelling framework and applying sound software-engineering principles to ensure code quality, maintainability, scalability and performance. /lilibModel changes governance: /b Perform model change impact assessments, contribute to methodological enhancements, maintain technical documentation and support cross-functional model development initiatives. /lilibResults analysis communication: /b Analyse, visualise and communicate model results to internal stakeholders, with a particular focus on the drivers of LH capital requirements. /lilibCollaboration: /b Collaborate withcolleagues across Risk Management, Finance, LH Business Units and Data/AI in Paris, Dublin, Zurich and Cologne. /li /ulh3Qualifications /h3ulliSeveral years of relevant professional experience in risk modelling, actuarial modelling, quantitative modelling or a related quantitative discipline. /liliStrong Python programming skills and experience developing and maintaining large object-oriented applications, with a good understanding of software architecture, code quality and maintainability. /liliAbility to translate quantitative methodologies into robust, efficient and maintainable software solutions and to improve the performance and scalability of modelling applications. /liliKnowledge of Solvency II, the Swiss Solvency Test, IFRS17 or LH insurance risks is an advantage. /liliSolid quantitative background in mathematics, statistics, actuarial science, engineering, computer science or a related discipline. /liliAnalytical mindset, proactive attitude and strong communication skills. /liliAbility to work effectively in an international, multidisciplinary environment. /li /ulh3About Us /h3pAs a leading global reinsurer, SCOR offers its clients a diversified and innovative range of reinsurance and insurance solutions and services to control and manage risk. Applying “The Art Science of Risk,” SCOR uses its industry-recognized expertise and cutting-edge financial solutions to serve its clients and contribute to the welfare and resilience of society in around 160 countries worldwide. /ppWorking at SCOR means engaging with some of the best minds in the industry – actuaries, data scientists, underwriters, risk modelers, engineers, and many others – as we work together to find solutions to pressing challenges facing societies. /ppAs an international company, our common culture is defined by “The SCOR Way.” Serving both to build momentum that drives the Group forward and as a compass to guide our actions and choices, The SCOR Way is anchored by five core values, reflecting the input of employees at all levels in the Group. We care about clients, people, and societies. We perform with integrity. We act with courage. We encourage open minds. And we thrive through collaboration. /ppSCOR supports inclusion and the diversity of talents, and all positions are open to people with disabilities. /p #J-18808-Ljbffr