Quantitative Risk Analyst (Solvency II, IFRS17)

Job Description

You will join the Central Risk Management Department of Europ Assistance Holding, acting as a Solvency 2 Quantitative Risk Analyst. Your responsibilities include evaluating the risk capital, monitoring financial and liquidity risks, and evaluating IFRS17 risk adjustment for EA Group companies.

Responsibilities

• Evaluate the risk capital of selected EA Group companies.
• Monitor the financial risks of all EA companies.
• Monitor liquidity risk of all EA companies.
• Evaluate IFRS17 risk adjustment.
• Deliver quarterly/budget‑forecast/yearly SCR figures; manage SCR related topics (USP, ALAC DT, Reinsurance) and coordinate with the Generali Group and other internal stakeholders.
• Manage implementation and monitoring of the group’s financial risk governance; coordinate with the Generali Group and other stakeholders; support the investment management team in strategy asset allocation; automate processes to improve efficiency.
• Ensure a proper monitoring framework of counterparty default risk in coordination with Finance, and monitor these risks quarterly.
• Manage liquidity risk framework governance, implement liquidity reports to the Group, and follow key indicators evaluating company liquidity.
• Strengthen the data quality framework in cooperation with the data quality leader and stakeholders; contribute to elevating entities on data quality matters.
• Occasional trips within Europe may be required.

Qualifications

• At least 4–5 years of experience in the insurance industry.
• Previous experience on Solvency 2 related topics.
• Actuarial background or strong practical experience with statistical/actuarial matters.
• Strong Excel skills, ideally with VBA knowledge.
• Proactive, autonomous, and strong proposal skills.
• Excellent synthesis and presentation abilities.
• Strong team spirit.
• Fluent in English.

Contract & Location

Contract Type: Full‑Time. Location: Saint‑Denis. Education Level: Master’s Degree. Experience Requirement: 4–5 years. Possible partial remote.