Our client is a major player of insurance.
He is currently looking for a Solvency 2 Risk Analyst who is familiar with Solvency 2 closing processes and who will quickly become autonomous on this position.
Under the direct responsibility of the Group Risk Controlling Manager you will be responsible for :
• Support the coordination of risk capital closing calculation and reporting processes,
• Act as subject matter expert on credit risk capital calculation,
• Assess and analyse credit risk capital requirements, both with the Standard and with the Internal models,
• Contribute to the optimization and automation initiatives aiming at improving the closing processes,
• Contribute to team projects (e.g. machine learning based modeling projects).
Main responsibilities :
• Participate to the anticipation of risk capital requirements ahead of closings,
• Control and analyse credit risk related capital requirements based on the Standard Model and on the Internal Model,
• Control and analyse additional capital requirements (notably the credit add-on),
• Participate to the production of closing deliverables,
• Design, develop and implement tools to optimise the closing process, notably to facilitate risk analyses and the preparation of closing deliverables,
• Prepare ad-hoc risk capital impact assessments and analyses (e.g. to support investment decisions).