Quantitative Risk Analyst (Solvency II, IFRS17)

Job Description
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You will join the Central Risk Management Department of Europ Assistance Holding, in the Risk Management department.

Acting as Solvency 2 Quantitative Risk Analyst, you will be responsible for:

• The evaluation of the Risk capital of some companies of the EA Group


• The monitoring of the financial risks of all EA companies


• The monitoring of the Liquidity Risk of all EA companies


• The evaluation of IFRS17 Risk Adjustment

*Capital Risks*

• The delivery of quarterly/budget\-forecast/yearly SCR figures for some EA companies, including the management of SCR related topics (Undertaking Specific Parameters (USP), ALAC DT, Reinsurance).


• The coordination of these activities with the Generali Group and other internal EA stakeholders (Finance, Actuarial teams)

• The management of the implementation and the monitoring of the financial risk governance of the group


• The coordination of these activities with the Generali Group and other stakeholders


• The support of the Investment management team in their strategy asset allocation activities


• The automation of the process to improve efficiency.

• Work in coordination with the Finance department to ensure that a proper monitoring framework of the counterparty default risk is in place, and that those risks are monitored on a quarterly basis

• The management of Liquidity risk framework governance implementation and liquidity reports to the Group


• The follow\-up of the key indicators evaluating the liquidity of the company

• The strengthening of the data quality framework of the company in cooperation with the Data quality leader and the other stakeholders.


• Contribute to the levelling\-up of the entities on the matters linked to Data quality

Preferred Experience
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• Previous experience(s) of at least 4/5 years in the insurance industry


• Previous position on Solvency 2 related topics


• Actuary or with good practical experience on statistical/actuarial matters


• Strong skills in Excel tool (ideally with VBA knowledge)


• Proactive, strength of proposal and autonomy


• Quality of synthesis and ease of presentation


• Strong team spirit


• English (fluent)

HR \- N\+1 / N\+2

Additional Information
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• Contract Type: Full\-Time


• Location: Saint\-Denis


• Education Level: Master's Degree


• Experience: 4/5 years


• Possible partial remote

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