This international insurance group has created a new team in response to FINMA regulations for the internal model. We are asssisting them in recruiting an experienced ESG Modeller who can project lead the development of an internal model for economic scenario generation. You understand and document highly technical details on mathematical theory and various stochastic models. Moreover you keep abreast of the latest industry developments and maintain an active dialogue with an internal (non) technical audience.
The ideal candidate has graduated with a PhD or at least a quantitative degree and working experience within the insurance sector. You have a comprehensive understanding of the mathematical theory behind a winde range of stochastic financial models and their numerical implementation (LMM+, TVDV, 2FVAsiceck...). Previous practical experience with Moody's Analytics (Barrie & Hibbert) ESG tools is highly relevant.
You are an experienced and competent project manager, and ideally have led small teams. Your excellent communication skills and ability to explain technical information to a non-technical audience will be very useful.