Quantitative Risk Analyst (Solvency II, IFRS17)

Job description

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 w...