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Actuary – Risk Management and Modelling

Zoom on the missions of the Risk Management and Modelling

Missions

Contribute to ensuring the management of technical results and the knowledge of risk at the overall level of the company, particularly by developing internal models.

  • Risk modelling:

 •  developing risk models (climate, extreme events, etc.)

 •  modelling and gauging gross loss statistics and participating in the development of the DFA model

 •  analysing and questioning the efficiency of reinsurance coverage

 •  helping to develop a risk management culture within the company.

  • Solvency II activities:

 • producing calculations (Pillar I) of the annual/quarterly capital requirements at the company level and the corresponding regulatory reporting statements (Pillar III).

 • participating in the maintenance and development of the capital requirement calculation tool.

 • participating in the maintenance and development of the capital requirement calculation tool.

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