S2 Risk Analyst

OUR CLIENT :

Our client is the world leader in Trade Insurance. It works exclusively with businesses and their customers to assess trade and credit risk accurately. Our client also ensures measures are in place to collect payments due. It offers a number of insurance and collection services including protection, fraud, surety (also known as bonding) …
Located in more than 50 countries and 5 continents across the world, the company employs more than 6000 people in the world.

You will be part of the Group Risk team which is present in Paris, Brussels.
Within the Risk & Capital Management team, you will mainly contribute to Solvency II Capital Requirement (SCR) calculation (internal and standard models), and to the production of all reportings and analysis for EH management, Allianz and local regulators.


MISSIONS :

  • Contribute to the risks for Solvency II closings (internal and standard models), in particular Premium & Reserve Risks, Business Risk, Operational Risk, Tax relief and add-on :
    • Participation to the quarterly closing and reporting to the Group
    • Perform controls and reconciliations, ensure data quality
    • Understanding of SII (internal & standard) models
    • Understand and explain Risk Capital movements and interpret into business context
    • Simulate SCR based on different scenarios
    • Perform and understand the liquidity risk and tax relief
    • Preparation of internal and external publications (e.g. Quantitative Reporting Templates)

  • Perform annual Business Risk calibration and annual P/L attribution analysis
  • Perform analysis and projections, liaise with the local entities, other Group departments and Shareholder to challenge any deviation, get explanation, etc.
  • Participate to the migration of IFRS9 /17 project
  • Improve and develop the automation process with Power Query, Python and API

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