ALM Modelling Manager

il y a 4 semaines


Paris, Île-de-France SCOR Temps plein
Job Title: ALM Modelling Manager

The ALM Modelling Manager will play a crucial role in SCOR's Structured Asset Solutions team, reporting directly to the Head of Structured Asset Solutions. Key responsibilities include:

Key Responsibilities:
  • Design and develop advanced ALM models to analyze financial risks associated with structured reinsurance transactions.
  • Provide expert advice on risk management strategies to mitigate financial risks related to Structured Asset Solutions.
  • Develop and deliver internal training programs on Asset and Liability Management (ALM) best practices.
  • Collaborate with cross-functional teams to build and maintain ALM models, ensuring accurate risk measurement and monitoring.
  • Contribute to the development of structured pricing models, ensuring alignment with market trends and regulatory requirements.
  • Peer-review work and provide constructive feedback to ensure high-quality deliverables.
Requirements:
  • Bachelor's degree in Actuarial Science, Mathematics, Finance, Business, or Management.
  • Actuarial, accounting, or CFA qualification is a plus.
  • Several years of relevant experience in insurance, reinsurance, financial services, consulting, banking, or asset management.
  • Strong understanding of ALM techniques and practices.
  • Working knowledge of liability-driven and/or cash-flow driven investment strategies.
  • Excellent communication and teamwork skills.
  • Proficiency in Excel, Word, PowerPoint, Outlook, and basic programming skills (Python, VBA, or other).
What We Offer:

SCOR offers a dynamic and fast-paced work environment, with opportunities for professional growth and development. If you are a motivated and experienced professional looking to join a leading reinsurer, please submit your application.


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