The position will be focused on improving those parts of the company’s valuation model used for US-GAAP/IFRS reserving purposes.
Your function :
• Analysis of existing approach to modeling and valuation of IFRS reserves.
• Taking part in developing a sustainable strategy going forward to ensure a sound and efficient valuation approach.
• Program necessary enhancements to the model as a part of the modeling team.
• Develop P&L and movement analysis of IFRS reserves.
• Enhance further processing of Prophet model output in the company’s data repository (SAS based)
• Interact with other team members on analysis and reconciliations of IFRS results with local GAAP and Solvency II statements and deliver into portfolio analysis.
• The final key responsibility will be taking part in the calculation of the quarterly reinsurance statements for which the team is responsible.
Your profile :
• Graduate of Bachelor’s Degree in Mathematics, Applied Mathematics, Actuarial Science, Computer Science or any other quantitative field such as finance or business.
• Minimum 5 years working experience in a comparable environment, e.g. MCEV modeling and reporting, US-GAAP modeling and reporting
• Advanced cash flow projection programming essential (Prophet), SAS know-how would be a definite plus
• Actuarial qualification desired
• Strong ethics and a high level of personal and professional integrity.
Our client offers :
• A competitive wage, meal vouchers, group insurance, hospitalization insurance and an inability to work insurance are part of the wage package.
• You can count on various training opportunities, additional vacation and flexible hours.
• Our client is located in the heart of Brussels and is easily accessible by public transport.
Tags : Actuaris, actuary, actuarial sciences, sciences actuarielles, actuariële wetenschappenn mathématiques, maths, mathematics, wiskunde, statistiques, stat, stats, statistics, sciences, science, wettenschappen, python, C++, latex, programme, programmation, IT, Prophet, Stata, SAS, Life, Non-Life, Machine learning, ALM, IFRS, finance, risk, risk management, Solvency II, Modelling, Modeling, Modélisation,Product, Produits, product manager, Master, Doctorat, PhD
|rue de la Régence, 43
1000 Bruxelles BE
1000 Bruxelles, Belgique
Bruxelles, BelgiqueView all 93 jobs