Beschreibung
For a long term project we are looking for an Actuary as Mathematical Developer
Our client is in the process of replacing its separate 1st-generation pricing tools with a unified tool, the Reinsurance Pricing Platform (RPP). To date Loss imports and Capital Loading have been implemented. The project teams ambition is to complete the full Pricing functionality for Property Cat by mid-2014 to deliver Pricing functionality for all P&C lines by summer 2015 and to further enhance the capital loading methodology.
Responsibilities together with development team colleagues:
- Design, develop and test required functionality according to Product Owner specifications and priorities
- Focus on delivering the mathematical Kernel for RPP in design and coding implementation
- Contribute to a solid service-oriented application architecture
Experience:
- Trained Actuary with full professional qualifications (SAV or DAV membership is a plus) or similar strong statistical background
- At least 3 years of experience developing Actuarial software in an OOP language (preferably C# or VB.NET)
- Experience in the following actuarial fields:
- Statistical Distributions including Fitting techniques
- Multivariate dependency modelling (eg Copula)
- Reinsurance pricing (preferably Property Cat)
- Monte Carlo Simulation
- Cat Modelling Software (AIR/RMS)
Personality:
- Strong analytical skills
- Ability to constructively interact with the Product owner, the team leader and the business community to gather and understand requirements
- Ability to work with minimal supervision
- Fluent English
Are you interested in this position? We are looking forward to receive your application.