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Responsible for risk & capital modeling activities involving both in-house built and vendor models. Based in Stamford.
Reporting to Head of Capital Modeling
Calibration of various parameters (curves, dependencies, and etc.) that feed into the capital model
Gather model inputs from different teams and prepare them for the model run
Conduct capital model runs and create reports and exhibits for relevant stakeholders
Support model development work
Functional testing and model validation related tasks
Other capital modeling work
Quality and reliability of the analyses performed and timely delivery of results
Good collaboration with various teams in developing parameters and preparing model inputs
Good understanding of the concept and inner workings of the capital model
Mathematical background, professional qualification in actuarial science is a big plus
Programming and data management capabilities
3 to 7 years of experience in the (Re)insurance industry of which 2-3 years in capital modeling
Strong work ethic and commitment to meeting deadlines
About Partner Re
PartnerRe is a leading global reinsurer that was established in 1993, in the aftermath of Hurricane Andrew, to bring much-needed capacity to a market in crisis, helping insurers to provide continuity to their clients. Though we have evolved continuously throughout the years, our purpose remains the same: to help insurance companies succeed.
We are a global and culturally diverse team of more than 1,000 talented professionals spread across 20 locations. Our size ensures that we are big enough to matter and be relevant to our clients and brokers, but small enough that you will quickly get to know all of the colleagues that you will be collaborating with. More importantly, PartnerRe is a company where you can make a real impact and get a true sense of the contribution you make to the company?s success and results.
Our culture is based on trust, responsibility, openness, and initiative, and we pride ourselves on delivering the best possible reinsurance solutions for our clients. We are always looking for bright, proactive people with expert knowledge skills, and integrity to join our international teams.