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Published: 21 Feb 2022

Actuary (Stochastic Analytics)

Bratislava
Actuary
full-time
2100 eur / month

Job description

• The development and embedding of the Tyche capital model, including but not limited to building and executing robust and repeatable processes to: • Source relevant data for the capital model • Parameterise and calibrate the capital model • Ensure the appropriateness of methodologies and approaches used within the capital model calculation engine, e.g. non-modelled perils, dependencies, reserve risk modelling etc • Run, test, and validate the capital model • Produce outputs and reports that are useful within the day to day, executive decision making of the company and any relevant regulatory and rating agency requirements • Maintain adequate and proportionate documentation of key processes, decisions and governance of the capital model, both for best practice and with a view to future Solvency II model approval

Employee perks, benefits

• Five extra vacation days on top of regulation • Sick leave compensation 100% from day one • Yearly bonus up to 10% • Overtime fully paid or compensated based on your preference • A friendly and informal working environment • Work-life balance with flexible working hours and the option to work from home • Dedicated time for individual training • MultiSport card for access to a broad range sport offering • Language courses

Employee requirements

Education

University education (Bachelor's degree)
University education (Master's degree)
Postgraduate (Doctorate)

Language and language level

English - Advanced (C1)

Number of years of experience

1

Personality requirements and skills

• Experience in actuarial model building and use, e.g. frequency/severity modelling • Knowledge of capital modelling techniques, e.g. stochastic modelling • Good communication skills, in particular, able to understand and communicate complex technical issues clearly to a non-technical audience • Advanced skills in capturing and recording important data in Excel • Part-qualified actuary, through professional accreditation, with 1-3 years of experience in a Capital Modelling, or 2+ years of experience in non-life insurance

Information about the selection process

The number of job openings

1

A brief description of your client

This position is for our client.

Your client's core business

Other unlisted areas

Contact person: Simona Gazdíková
Email: [email protected]

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