Quantitative Risk Analyst (Solvency II, IFRS17)

Job Description

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

The main missions of the risk analyst encompass:

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)

Financial Risks

• 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.

Default Risks

• 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

Liquidity Risks

• 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

Data Quality

• 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

A few occasional trips in Europe could be necessary.

Preferred Experience

• Previous experience(s) of at least 4/5 years in the insurance industry
• Previous position on Solvency 2 related topics