Descrizione

Job Description
Within the Group Risk Management Processes and Operations function we are looking for a talented and proactive resource to join the team.

The individual will be a member of the Group Capital Calculation Operations and Solutions unit which provides solutions covering various risk evaluation models.

Key responsibilities of the role will include:

  • Oversee the definition of requirements, design, functional testing and configuration of the solutions for Group Risk Management, Local Risk Management and other internal or external stakeholders related to several models
  • Contribute to the design of processes, governance, performance and flexibility requirements, as well as analysis and reporting needs of all stakeholders
  • Participate in project planning, wider IT technical aspects, and operational activities
  • Write or collect new functional requirements for new or existing IT solutions within Group Risk Management (“GRM”)
  • Review the functional design of the IT solution to ensure it meets the requirements
  • Evolve or create the relevant prototypes and replicating models to validate the functional design
  • Write / review the detailed list of test cases, both for the replicating model and the final IT solution
  • Coordinate the user acceptance test (“UAT”) and preview activities, and where needed, support technical and operational tests with functional insight or guidance

Requirements

The ideal candidate will meet the following requirements:

  • Bachelor’s degree or higher in a related quantitative discipline such as Engineering / Mathematical Sciences / Computational Science
  • Knowledge of statistical techniques and their application, such as Monte Carlo Simulation techniques, distribution fitting, linear regression, correlations, and aggregation of risks. Direct work experience is advantageous
  • Experience in development of quantitative models, machine learning or equivalent tasks using Python, R or similar languages
  • Basic knowledge of testing practices and software development life-cycle processes

Nice to Have

  • Previous professional work experience Internal model or Standard Formula Solvency II implementations from IT and functional perspective
  • Intermediate knowledge of data analysis and visualization in various reporting contexts such as Business Intelligence or GIS information systems
  • Possess knowledge of Insurance and Financial business processes, and industry best practices and regulatory requirements for risk management, with particular focus on Solvency II regime
  • Available to deal with the delivery of an enterprise system, the related operational activities and analyse the impacted business processes
  • Proficient in performing multiple tasks and dealing with dynamic deadline requirements
  • Good communication skills, and open to dealing with people with different mindsets